+219.3%
SIMO vs VLTO
+54.1%
+165.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -14.0% | -14.3% |
| 7D | -31.4% | +12.0% | -43.4% | -32.4% |
| 30D | -45.2% | +20.8% | -66.0% | -46.9% |
| 3M | -36.5% | +20.1% | -56.6% | -38.6% |
| 6M | -34.2% | +32.6% | -66.8% | -40.0% |
| YTD | +69.9% | +17.3% | +52.6% | +63.0% |
| 1Y | +60.4% | +17.3% | +43.1% | +53.4% |
| 3Y | +203.1% | +66.9% | +136.2% | +173.0% |
| All | +219.3% | +54.1% | +165.2% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling