+417.8%
SIMO vs VO
+197.6%
+220.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.4% |
| 7D | +14.9% | +2.9% | +11.9% | +11.9% |
| 30D | -27.0% | +1.0% | -28.0% | -27.2% |
| 3M | -25.4% | -1.7% | -23.7% | -23.5% |
| 6M | -30.3% | +6.7% | -36.9% | -33.4% |
| YTD | +95.8% | +14.0% | +81.8% | +75.7% |
| 1Y | +100.0% | +13.7% | +86.3% | +80.2% |
| 3Y | +238.3% | +65.8% | +172.4% | +124.1% |
| 5Y | +187.6% | +36.6% | +151.0% | +124.1% |
| All | +417.8% | +197.6% | +220.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling