+419.3%
SIMO vs VMC
+25.7%
+393.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.4% |
| 7D | +4.2% | -4.3% | +8.6% | +5.9% |
| 30D | +4.1% | -8.2% | +12.3% | +7.1% |
| 3M | -12.9% | -7.0% | -5.8% | -11.9% |
| 6M | +110.3% | -10.8% | +121.1% | +116.6% |
| YTD | +178.6% | -7.4% | +186.0% | +177.1% |
| 1Y | +220.0% | -9.5% | +229.5% | +221.5% |
| All | +419.3% | +25.7% | +393.6% | +339.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling