+8,534.2%
SIMO vs VCLT
+102.1%
+8,432.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.4% | +8.7% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -25.4% | +2.8% | -28.2% | -25.5% |
| 3M | -17.8% | -0.4% | -17.4% | -17.7% |
| 6M | -29.6% | -3.1% | -26.5% | -29.4% |
| YTD | +100.3% | -2.7% | +103.0% | +100.6% |
| 1Y | +100.4% | -3.7% | +104.0% | +100.8% |
| 3Y | +246.1% | +15.6% | +230.5% | +246.5% |
| 5Y | +189.8% | -15.8% | +205.6% | +177.6% |
| 10Y | +434.6% | +23.0% | +411.6% | +505.3% |
| All | +8,534.2% | +102.1% | +8,432.1% | +14,468.6% |
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