+1,539.0%
SIMO vs VIG
+648.1%
+890.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +2.8% |
| 7D | -8.2% | +0.4% | -8.6% | -8.4% |
| 30D | -34.6% | +4.3% | -38.9% | -37.8% |
| 3M | -32.6% | +2.0% | -34.7% | -34.3% |
| 6M | -31.8% | +10.2% | -42.0% | -39.2% |
| YTD | +87.6% | +14.8% | +72.8% | +59.6% |
| 1Y | +86.7% | +17.5% | +69.2% | +54.7% |
| 3Y | +227.4% | +67.4% | +160.0% | +83.4% |
| 5Y | +173.0% | +63.4% | +109.6% | +54.5% |
| 10Y | +409.6% | +259.9% | +149.7% | +1.0% |
| All | +1,539.0% | +648.1% | +890.9% | +7.3% |
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