+1,609.7%
SIMO vs VEU
+192.1%
+1,417.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.2% |
| 7D | +4.2% | +1.1% | +3.1% | +3.1% |
| 30D | +4.1% | +2.2% | +1.9% | +2.0% |
| 3M | -12.9% | +3.0% | -15.9% | -13.8% |
| 6M | +110.3% | +10.9% | +99.5% | +93.0% |
| YTD | +178.6% | +18.2% | +160.4% | +140.4% |
| 1Y | +220.0% | +28.3% | +191.7% | +156.7% |
| 3Y | +409.0% | +74.6% | +334.4% | +208.6% |
| 5Y | +277.3% | +56.4% | +220.9% | +152.1% |
| 10Y | +506.6% | +153.0% | +353.6% | +153.8% |
| All | +1,609.7% | +192.1% | +1,417.6% | +512.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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