+85.2%
SIMO vs VIG
+17.0%
+68.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +2.0% |
| 7D | -8.2% | +0.4% | -8.6% | -7.9% |
| 30D | -34.6% | +4.3% | -38.9% | -38.0% |
| 3M | -32.6% | +2.0% | -34.7% | -34.1% |
| 6M | -31.8% | +10.2% | -42.0% | -41.1% |
| YTD | +87.6% | +14.8% | +72.8% | +51.1% |
| All | +85.2% | +17.0% | +68.2% | +44.9% |
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 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