+3,365.1%
SIMO vs VO
+650.1%
+2,715.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -12.9% | +2.9% | -15.8% | -15.0% |
| 6M | +110.3% | +9.3% | +101.0% | +92.3% |
| YTD | +178.6% | +14.2% | +164.4% | +142.5% |
| 1Y | +220.0% | +15.3% | +204.7% | +177.4% |
| 3Y | +409.0% | +56.2% | +352.8% | +222.4% |
| 5Y | +277.3% | +42.4% | +234.9% | +156.9% |
| 10Y | +506.6% | +194.7% | +311.9% | +74.5% |
| All | +3,365.1% | +650.1% | +2,715.0% | +255.7% |
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