+11,907.6%
SIMO vs VCLT
+103.4%
+11,804.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +4.1% | -0.9% | +4.9% | +4.1% |
| 3M | -12.9% | -3.2% | -9.6% | -12.7% |
| 6M | +110.3% | -3.8% | +114.2% | +110.7% |
| YTD | +178.6% | -2.0% | +180.6% | +178.9% |
| 1Y | +220.0% | -0.8% | +220.8% | +220.3% |
| 3Y | +409.0% | +12.3% | +396.8% | +408.7% |
| 5Y | +277.3% | -15.4% | +292.7% | +261.2% |
| 10Y | +506.6% | +15.7% | +490.9% | +551.4% |
| All | +11,907.6% | +103.4% | +11,804.2% | +20,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling