+100.5%
SIMO vs VIG
+19.5%
+81.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.1% | -11.7% | -12.1% |
| 7D | -16.9% | +2.7% | -19.6% | -19.9% |
| 30D | -35.4% | +7.0% | -42.4% | -41.6% |
| 3M | -31.9% | +4.0% | -35.9% | -35.8% |
| 6M | -19.3% | +12.3% | -31.6% | -32.9% |
| YTD | +98.5% | +16.4% | +82.1% | +54.5% |
| 1Y | +100.5% | +19.2% | +81.3% | +47.3% |
| All | +100.5% | +19.5% | +81.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling