+388.8%
SIMO vs VIG
+262.6%
+126.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | +3.5% | +0.6% | +0.7% |
| 30D | -24.0% | +4.9% | -28.9% | -27.4% |
| 3M | -31.8% | +2.5% | -34.3% | -33.4% |
| 6M | -36.9% | +11.0% | -47.9% | -43.0% |
| YTD | +84.8% | +16.0% | +68.9% | +60.2% |
| 1Y | +99.0% | +17.5% | +81.4% | +70.4% |
| 3Y | +217.9% | +67.0% | +150.9% | +102.6% |
| 5Y | +171.5% | +64.8% | +106.7% | +74.7% |
| All | +388.8% | +262.6% | +126.1% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling