+1,350.7%
SIMO vs VTEB
+26.7%
+1,324.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -0.8% | +5.0% | +4.7% |
| 30D | +4.1% | -1.3% | +5.4% | +4.8% |
| 3M | -12.9% | -2.1% | -10.7% | -11.9% |
| 6M | +110.3% | -1.7% | +112.0% | +112.2% |
| YTD | +178.6% | -0.6% | +179.1% | +179.5% |
| 1Y | +220.0% | +3.1% | +216.9% | +215.2% |
| 3Y | +409.0% | +9.2% | +399.8% | +385.7% |
| 5Y | +277.3% | +2.2% | +275.2% | +268.9% |
| 10Y | +506.6% | +18.8% | +487.8% | +551.0% |
| All | +1,350.7% | +26.7% | +1,324.0% | +1,730.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling