+3,365.1%
SIMO vs VMC
+424.6%
+2,940.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.3% |
| 7D | +4.2% | -4.3% | +8.6% | +6.2% |
| 30D | +4.1% | -8.2% | +12.3% | +7.7% |
| 3M | -12.9% | -7.0% | -5.8% | -11.3% |
| 6M | +110.3% | -10.8% | +121.1% | +117.5% |
| YTD | +178.6% | -7.4% | +186.0% | +181.3% |
| 1Y | +220.0% | -9.5% | +229.5% | +225.8% |
| 3Y | +409.0% | +20.5% | +388.6% | +356.3% |
| 5Y | +277.3% | +51.6% | +225.7% | +201.1% |
| 10Y | +506.6% | +150.0% | +356.6% | +249.3% |
| All | +3,365.1% | +424.6% | +2,940.5% | +1,079.0% |
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