+270.1%
SIMO vs VO
+42.6%
+227.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.9% |
| 7D | +4.2% | -0.3% | +4.5% | +4.5% |
| 30D | +4.1% | -0.3% | +4.4% | +4.5% |
| 3M | -12.9% | +2.9% | -15.8% | -14.8% |
| 6M | +110.3% | +9.3% | +101.0% | +94.5% |
| YTD | +178.6% | +14.2% | +164.4% | +147.0% |
| 1Y | +220.0% | +15.3% | +204.7% | +183.0% |
| 3Y | +409.0% | +56.2% | +352.8% | +260.3% |
| All | +270.1% | +42.6% | +227.5% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling