+481.4%
SIMO vs VFC
-68.0%
+549.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +8.2% |
| 7D | +4.2% | -1.6% | +5.8% | +4.7% |
| 30D | +4.1% | -11.6% | +15.7% | +7.0% |
| 3M | -12.9% | -18.1% | +5.2% | -9.8% |
| 6M | +110.3% | -27.4% | +137.7% | +122.6% |
| YTD | +178.6% | -24.8% | +203.4% | +191.1% |
| 1Y | +220.0% | -8.2% | +228.2% | +216.1% |
| 3Y | +409.0% | -29.1% | +438.1% | +395.0% |
| 5Y | +277.3% | -79.2% | +356.5% | +407.7% |
| All | +481.4% | -68.0% | +549.4% | +657.7% |
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