+515.5%
SIMO vs VT
+224.5%
+291.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +0.4% | +3.8% | +3.7% |
| 30D | +4.1% | +1.0% | +3.1% | +3.0% |
| 3M | -12.9% | +2.4% | -15.3% | -13.9% |
| 6M | +110.3% | +12.0% | +98.3% | +88.8% |
| YTD | +178.6% | +15.3% | +163.2% | +142.8% |
| 1Y | +220.0% | +22.6% | +197.4% | +163.6% |
| 3Y | +409.0% | +74.7% | +334.4% | +203.0% |
| 5Y | +277.3% | +66.1% | +211.2% | +136.3% |
| All | +515.5% | +224.5% | +291.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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