+246.4%
SIMO vs VLTO
+56.3%
+190.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -16.0% | +1.6% | -17.7% | -16.2% |
| 30D | -35.8% | +22.0% | -57.7% | -37.9% |
| 3M | -26.5% | +21.9% | -48.4% | -29.1% |
| 6M | -33.0% | +36.5% | -69.5% | -39.4% |
| YTD | +84.3% | +19.0% | +65.4% | +76.6% |
| 1Y | +82.0% | +21.0% | +61.0% | +72.2% |
| 3Y | +218.5% | +69.9% | +148.6% | +186.4% |
| All | +246.4% | +56.3% | +190.1% | +212.4% |
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