+2,198.9%
SIMO vs ITOT
+798.2%
+1,400.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | +4.1% | +2.5% | +1.6% | +1.4% |
| 30D | -24.0% | -1.7% | -22.3% | -21.5% |
| 3M | -31.8% | -3.4% | -28.4% | -28.0% |
| 6M | -36.9% | +2.1% | -39.0% | -36.8% |
| YTD | +84.8% | +11.5% | +73.3% | +68.1% |
| 1Y | +99.0% | +13.6% | +85.4% | +77.4% |
| 3Y | +217.9% | +77.2% | +140.7% | +77.0% |
| 5Y | +171.5% | +64.4% | +107.1% | +60.9% |
| 10Y | +393.3% | +288.6% | +104.7% | +0.8% |
| All | +2,198.9% | +798.2% | +1,400.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling