+247.4%
SIMO vs VLTO
+56.4%
+191.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.7% |
| 7D | +4.1% | +1.0% | +3.1% | +4.0% |
| 30D | -24.0% | +17.5% | -41.4% | -25.8% |
| 3M | -31.8% | +21.4% | -53.2% | -34.0% |
| 6M | -36.9% | +38.1% | -75.0% | -43.3% |
| YTD | +84.8% | +19.0% | +65.8% | +77.0% |
| 1Y | +99.0% | +20.7% | +78.3% | +88.7% |
| 3Y | +217.9% | +64.3% | +153.7% | +187.7% |
| All | +247.4% | +56.4% | +191.0% | +213.2% |
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