+362.1%
SIMO vs VSXY
+37.4%
+324.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.3% |
| 7D | +4.2% | -14.0% | +18.2% | +6.6% |
| 30D | +4.1% | -15.9% | +20.0% | +6.6% |
| 3M | -12.9% | +3.4% | -16.3% | -14.2% |
| 6M | +110.3% | +25.9% | +84.4% | +97.7% |
| YTD | +178.6% | +39.5% | +139.1% | +156.8% |
| 1Y | +220.0% | +194.4% | +25.6% | +163.0% |
| 3Y | +409.0% | +281.4% | +127.6% | +281.5% |
| 5Y | +277.3% | +12.8% | +264.5% | +220.9% |
| All | +362.1% | +37.4% | +324.7% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling