+528.8%
SIMO vs VMC
+149.2%
+379.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.7% |
| 7D | +14.6% | -0.5% | +15.1% | +14.8% |
| 30D | +6.2% | -9.1% | +15.3% | +9.3% |
| 3M | +3.6% | -4.1% | +7.7% | +3.8% |
| 6M | +130.8% | -5.5% | +136.3% | +132.2% |
| YTD | +195.8% | -8.9% | +204.7% | +199.3% |
| 1Y | +225.0% | -12.9% | +237.9% | +233.6% |
| 3Y | +452.3% | +22.1% | +430.2% | +406.7% |
| 5Y | +303.6% | +52.7% | +250.9% | +243.2% |
| 10Y | +528.8% | +152.7% | +376.0% | +342.3% |
| All | +528.8% | +149.2% | +379.6% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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