+549.0%
SIMO vs VTEB
+17.5%
+531.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.0% |
| 7D | +12.5% | -1.2% | +13.8% | +13.4% |
| 30D | +18.4% | -2.9% | +21.3% | +20.5% |
| 3M | +5.6% | -3.2% | +8.8% | +7.7% |
| 6M | +116.9% | -2.6% | +119.6% | +120.5% |
| YTD | +188.4% | -1.8% | +190.2% | +191.8% |
| 1Y | +221.3% | +0.2% | +221.1% | +221.0% |
| 3Y | +438.6% | +8.2% | +430.3% | +412.8% |
| 5Y | +287.9% | +0.8% | +287.1% | +282.1% |
| All | +549.0% | +17.5% | +531.5% | +570.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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