+170.0%
SIMO vs VFC
-68.3%
+238.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -6.2% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | -24.0% | +25.5% | -49.5% | -27.5% |
| 3M | -31.8% | +41.3% | -73.0% | -36.6% |
| 6M | -36.9% | +22.2% | -59.1% | -40.3% |
| YTD | +84.8% | +16.4% | +68.4% | +75.2% |
| 1Y | +99.0% | +38.4% | +60.6% | +81.0% |
| 3Y | +217.9% | +56.2% | +161.7% | +168.3% |
| All | +170.0% | -68.3% | +238.3% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling