+400.9%
SIMO vs VSXY
+37.7%
+363.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.6% |
| 7D | +14.5% | -10.7% | +25.2% | +16.4% |
| 30D | +20.4% | -24.3% | +44.7% | +25.4% |
| 3M | +7.1% | +1.0% | +6.1% | +6.0% |
| 6M | +129.2% | +57.4% | +71.9% | +108.9% |
| YTD | +201.9% | +39.8% | +162.2% | +178.2% |
| 1Y | +235.5% | +196.5% | +39.0% | +175.5% |
| 3Y | +463.8% | +357.2% | +106.6% | +310.9% |
| 5Y | +306.7% | +18.9% | +287.8% | +245.3% |
| All | +400.9% | +37.7% | +363.2% | +318.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling