+226.4%
SIMO vs VCLT
+15.4%
+211.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -8.5% | +1.2% | -9.7% | -9.0% |
| 30D | -34.8% | +3.4% | -38.2% | -35.9% |
| 3M | -32.8% | -0.9% | -32.0% | -32.4% |
| 6M | -32.0% | -3.1% | -28.9% | -30.6% |
| YTD | +87.0% | -2.4% | +89.4% | +89.9% |
| 1Y | +86.1% | -2.7% | +88.7% | +89.4% |
| 3Y | +226.4% | +16.9% | +209.5% | +207.5% |
| All | +226.4% | +15.4% | +211.0% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling