+408.0%
SIMO vs VFC
-44.8%
+452.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.1% |
| 7D | -8.5% | +7.7% | -16.1% | -9.9% |
| 30D | -34.8% | +39.2% | -74.0% | -39.8% |
| 3M | -32.8% | +40.3% | -73.1% | -38.1% |
| 6M | -32.0% | +11.4% | -43.4% | -34.8% |
| YTD | +87.0% | +17.5% | +69.5% | +75.6% |
| 1Y | +86.1% | +45.9% | +40.2% | +64.9% |
| 3Y | +226.4% | +47.3% | +179.1% | +167.6% |
| 5Y | +172.1% | -67.2% | +239.3% | +230.5% |
| 10Y | +408.0% | -46.1% | +454.1% | +502.7% |
| All | +408.0% | -44.8% | +452.8% | +502.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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