+409.6%
SIMO vs VO
+206.8%
+202.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +2.9% | +3.0% |
| 7D | -8.2% | -0.1% | -8.0% | -7.7% |
| 30D | -34.6% | +0.5% | -35.1% | -34.5% |
| 3M | -32.6% | -1.0% | -31.6% | -31.4% |
| 6M | -31.8% | +6.4% | -38.2% | -34.8% |
| YTD | +87.6% | +13.6% | +74.0% | +68.7% |
| 1Y | +86.7% | +14.5% | +72.2% | +66.9% |
| 3Y | +227.4% | +67.2% | +160.2% | +115.3% |
| 5Y | +173.0% | +36.1% | +136.9% | +113.4% |
| 10Y | +409.6% | +199.3% | +210.3% | +84.0% |
| All | +409.6% | +206.8% | +202.8% | +84.0% |
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