+232.6%
SIMO vs VLTO
+54.8%
+177.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -22.0% | +5.4% | -27.4% | -22.5% |
| 30D | -43.0% | +22.3% | -65.4% | -45.0% |
| 3M | -39.1% | +19.6% | -58.8% | -41.0% |
| 6M | -33.3% | +35.2% | -68.4% | -39.6% |
| YTD | +77.0% | +17.9% | +59.1% | +69.7% |
| 1Y | +73.0% | +19.5% | +53.5% | +64.1% |
| 3Y | +215.7% | +73.9% | +141.8% | +182.5% |
| All | +232.6% | +54.8% | +177.7% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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