+306.7%
SIMO vs VTEB
+1.5%
+305.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +14.5% | -0.7% | +15.2% | +15.2% |
| 30D | +20.4% | -2.1% | +22.5% | +22.5% |
| 3M | +7.1% | -2.7% | +9.8% | +9.7% |
| 6M | +129.2% | -2.1% | +131.4% | +133.4% |
| YTD | +201.9% | -1.1% | +203.1% | +204.9% |
| 1Y | +235.5% | +1.3% | +234.2% | +231.8% |
| 3Y | +463.8% | +9.0% | +454.8% | +414.7% |
| 5Y | +306.7% | +1.5% | +305.2% | +262.7% |
| All | +306.7% | +1.5% | +305.2% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling