+378.4%
SIMO vs VSXY
+33.4%
+345.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.0% |
| 7D | +12.5% | -0.3% | +12.9% | +12.6% |
| 30D | +18.4% | -22.1% | +40.5% | +22.8% |
| 3M | +5.6% | -1.1% | +6.8% | +4.8% |
| 6M | +116.9% | +53.8% | +63.1% | +98.4% |
| YTD | +188.4% | +35.5% | +152.9% | +167.1% |
| 1Y | +221.3% | +186.0% | +35.3% | +165.3% |
| 3Y | +438.6% | +343.2% | +95.4% | +294.4% |
| 5Y | +287.9% | +19.0% | +268.9% | +230.6% |
| All | +378.4% | +33.4% | +345.0% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling