+415.5%
SIMO vs VFC
-28.0%
+443.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +8.3% |
| 7D | +4.2% | -1.6% | +5.8% | +4.6% |
| 30D | +4.1% | -11.6% | +15.7% | +6.4% |
| 3M | -12.9% | -18.1% | +5.2% | -10.5% |
| 6M | +110.3% | -27.4% | +137.7% | +120.0% |
| YTD | +178.6% | -24.8% | +203.4% | +188.3% |
| 1Y | +220.0% | -8.2% | +228.2% | +216.0% |
| All | +415.5% | -28.0% | +443.5% | +408.2% |
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 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