+528.8%
SIMO vs VIG
+240.3%
+288.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +7.0% |
| 7D | +14.6% | -0.4% | +15.0% | +14.9% |
| 30D | +6.2% | -2.1% | +8.3% | +8.3% |
| 3M | +3.6% | +3.3% | +0.2% | 0.0% |
| 6M | +130.8% | +9.3% | +121.5% | +111.6% |
| YTD | +195.8% | +10.1% | +185.6% | +169.3% |
| 1Y | +225.0% | +14.7% | +210.3% | +185.9% |
| 3Y | +452.3% | +56.9% | +395.4% | +273.0% |
| 5Y | +303.6% | +62.9% | +240.7% | +162.4% |
| 10Y | +528.8% | +241.3% | +287.5% | +99.2% |
| All | +528.8% | +240.3% | +288.5% | +99.2% |
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