+565.6%
SIMO vs VCLT
+17.2%
+548.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +14.6% | +0.3% | +14.3% | +14.5% |
| 30D | +6.2% | -0.6% | +6.8% | +6.4% |
| 3M | +3.6% | -2.2% | +5.8% | +4.5% |
| 6M | +130.8% | -2.9% | +133.7% | +133.4% |
| YTD | +195.8% | -2.1% | +197.8% | +198.1% |
| 1Y | +225.0% | -2.6% | +227.6% | +228.3% |
| 3Y | +452.3% | +12.5% | +439.8% | +430.1% |
| 5Y | +303.6% | -15.3% | +318.9% | +316.7% |
| All | +565.6% | +17.2% | +548.4% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling