+579.5%
SIMO vs VCLT
+16.9%
+562.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +14.5% | 0.0% | +14.5% | +14.5% |
| 30D | +20.4% | +0.1% | +20.3% | +20.3% |
| 3M | +7.1% | -2.9% | +10.0% | +8.3% |
| 6M | +129.2% | -4.0% | +133.2% | +132.7% |
| YTD | +201.9% | -2.2% | +204.2% | +204.6% |
| 1Y | +235.5% | -2.6% | +238.1% | +238.9% |
| 3Y | +463.8% | +12.3% | +451.6% | +441.5% |
| 5Y | +306.7% | -16.4% | +323.1% | +321.6% |
| 10Y | +579.5% | +18.1% | +561.4% | +545.1% |
| All | +579.5% | +16.9% | +562.5% | +545.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling