+100.0%
SIMO vs VMC
-4.3%
+104.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | +14.9% | -1.7% | +16.6% | +14.8% |
| 30D | -27.0% | +15.3% | -42.2% | -26.5% |
| 3M | -25.4% | +0.3% | -25.7% | -25.1% |
| 6M | -30.3% | +0.9% | -31.1% | -30.8% |
| YTD | +95.8% | -1.0% | +96.8% | +91.2% |
| 1Y | +100.0% | -4.3% | +104.4% | +100.7% |
| All | +100.0% | -4.3% | +104.3% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling