+156.7%
SIMO vs VMC
+42.5%
+114.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.5% |
| 7D | -22.0% | +0.5% | -22.5% | -22.2% |
| 30D | -43.0% | +15.8% | -58.9% | -46.2% |
| 3M | -39.1% | +0.6% | -39.7% | -39.5% |
| 6M | -33.3% | -4.0% | -29.3% | -33.2% |
| YTD | +77.0% | -0.3% | +77.3% | +72.1% |
| 1Y | +73.0% | -0.5% | +73.5% | +68.4% |
| 3Y | +215.7% | +39.6% | +176.2% | +162.0% |
| All | +156.7% | +42.5% | +114.3% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling