+236.8%
SIMO vs VFC
+45.3%
+191.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | +14.9% | -1.4% | +16.3% | +15.2% |
| 30D | -27.0% | +24.6% | -51.6% | -30.2% |
| 3M | -25.4% | +38.4% | -63.8% | -30.2% |
| 6M | -30.3% | +15.3% | -45.5% | -33.1% |
| YTD | +95.8% | +12.7% | +83.0% | +87.0% |
| 1Y | +100.0% | +32.7% | +67.4% | +83.5% |
| All | +236.8% | +45.3% | +191.5% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling