+232.3%
SIMO vs VSXY
+99.7%
+132.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.9% |
| 30D | -25.4% | +24.0% | -49.4% | -27.9% |
| 3M | -17.8% | +16.7% | -34.4% | -20.2% |
| 6M | -29.6% | +138.6% | -168.2% | -39.8% |
| YTD | +100.3% | +102.8% | -2.5% | +73.7% |
| 1Y | +100.4% | +214.2% | -113.8% | +62.0% |
| 3Y | +246.1% | +461.4% | -215.3% | +144.7% |
| 5Y | +189.8% | +118.3% | +71.5% | +128.8% |
| All | +232.3% | +99.7% | +132.5% | +161.1% |
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