+215.7%
SIMO vs VIG
+62.5%
+153.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.8% |
| 7D | -22.0% | -1.8% | -20.2% | -19.5% |
| 30D | -43.0% | +2.7% | -45.7% | -45.4% |
| 3M | -39.1% | 0.0% | -39.1% | -39.2% |
| 6M | -33.3% | +6.8% | -40.0% | -40.1% |
| YTD | +77.0% | +12.1% | +64.9% | +46.7% |
| 1Y | +73.0% | +14.8% | +58.2% | +37.8% |
| 3Y | +215.7% | +62.4% | +153.3% | +76.8% |
| All | +215.7% | +62.5% | +153.2% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling