+217.9%
SIMO vs VTEB
+10.6%
+207.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +4.1% | -1.2% | +5.3% | +4.4% |
| 30D | -24.0% | +2.5% | -26.4% | -24.8% |
| 3M | -31.8% | -1.7% | -30.1% | -30.6% |
| 6M | -36.9% | -1.2% | -35.7% | -35.9% |
| YTD | +84.8% | -0.5% | +85.3% | +86.7% |
| 1Y | +99.0% | -0.1% | +99.1% | +100.5% |
| 3Y | +217.9% | +10.5% | +207.5% | +196.8% |
| All | +217.9% | +10.6% | +207.4% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling