+384.8%
SIMO vs VFC
-46.8%
+431.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | -22.0% | +11.2% | -33.2% | -24.0% |
| 30D | -43.0% | +41.5% | -84.6% | -47.7% |
| 3M | -39.1% | +38.9% | -78.1% | -43.9% |
| 6M | -33.3% | +6.1% | -39.4% | -35.3% |
| YTD | +77.0% | +14.5% | +62.4% | +67.0% |
| 1Y | +73.0% | +46.0% | +27.1% | +53.1% |
| 3Y | +215.7% | +36.4% | +179.3% | +163.7% |
| 5Y | +155.6% | -67.5% | +223.2% | +210.7% |
| All | +384.8% | -46.8% | +431.6% | +478.2% |
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