+2,101.2%
SIMO vs VMC
+464.7%
+1,636.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | -22.0% | +0.5% | -22.5% | -22.4% |
| 30D | -43.0% | +15.8% | -58.9% | -46.7% |
| 3M | -39.1% | +0.6% | -39.7% | -39.7% |
| 6M | -33.3% | -4.0% | -29.3% | -33.5% |
| YTD | +77.0% | -0.3% | +77.3% | +72.3% |
| 1Y | +73.0% | -0.5% | +73.5% | +68.5% |
| 3Y | +215.7% | +39.6% | +176.2% | +164.9% |
| 5Y | +155.6% | +50.1% | +105.6% | +104.2% |
| 10Y | +388.4% | +163.9% | +224.4% | +174.7% |
| All | +2,101.2% | +464.7% | +1,636.5% | +622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling