+2,333.7%
SIMO vs VIG
+623.5%
+1,710.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +9.3% |
| 7D | +4.2% | -0.4% | +4.7% | +4.7% |
| 30D | +4.1% | -1.0% | +5.1% | +5.1% |
| 3M | -12.9% | +2.8% | -15.6% | -15.6% |
| 6M | +110.3% | +8.2% | +102.2% | +91.8% |
| YTD | +178.6% | +11.0% | +167.6% | +146.5% |
| 1Y | +220.0% | +16.1% | +203.8% | +169.8% |
| 3Y | +409.0% | +56.2% | +352.9% | +209.3% |
| 5Y | +277.3% | +63.0% | +214.3% | +113.5% |
| 10Y | +506.6% | +241.4% | +265.2% | +28.2% |
| All | +2,333.7% | +623.5% | +1,710.1% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling