+2,101.2%
SIMO vs VO
+626.3%
+1,474.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -22.0% | -2.6% | -19.4% | -19.5% |
| 30D | -43.0% | -0.9% | -42.1% | -42.1% |
| 3M | -39.1% | -3.0% | -36.1% | -36.6% |
| 6M | -33.3% | +2.2% | -35.5% | -33.9% |
| YTD | +77.0% | +10.6% | +66.4% | +60.6% |
| 1Y | +73.0% | +12.5% | +60.5% | +54.2% |
| 3Y | +215.7% | +61.4% | +154.3% | +94.7% |
| 5Y | +155.6% | +33.4% | +122.2% | +88.7% |
| 10Y | +388.4% | +201.5% | +186.8% | +37.1% |
| All | +2,101.2% | +626.3% | +1,474.9% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling