+452.3%
SIMO vs VSXY
+335.0%
+117.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +5.6% |
| 7D | +14.6% | -6.8% | +21.4% | +15.7% |
| 30D | +6.2% | -20.4% | +26.6% | +9.6% |
| 3M | +3.6% | +2.9% | +0.7% | +2.2% |
| 6M | +130.8% | +67.9% | +62.9% | +108.5% |
| YTD | +195.8% | +44.9% | +150.9% | +170.9% |
| 1Y | +225.0% | +205.9% | +19.1% | +167.6% |
| 3Y | +452.3% | +373.9% | +78.5% | +343.7% |
| All | +452.3% | +335.0% | +117.3% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling