+365.5%
SIMO vs VT
+214.8%
+150.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.1% | -10.3% | -9.6% |
| 7D | -31.4% | -4.2% | -27.2% | -27.6% |
| 30D | -45.2% | -5.8% | -39.4% | -40.6% |
| 3M | -36.5% | -5.2% | -31.3% | -31.6% |
| 6M | -34.2% | +0.1% | -34.3% | -32.2% |
| YTD | +69.9% | +8.2% | +61.7% | +61.3% |
| 1Y | +60.4% | +10.1% | +50.3% | +49.9% |
| 3Y | +203.1% | +69.7% | +133.5% | +90.3% |
| 5Y | +145.4% | +53.4% | +92.1% | +70.5% |
| All | +365.5% | +214.8% | +150.7% | +48.7% |
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