+220.0%
SIMO vs VYM
+21.4%
+198.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +9.4% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +4.1% | -0.5% | +4.6% | +4.8% |
| 3M | -12.9% | +3.0% | -15.9% | -17.3% |
| 6M | +110.3% | +8.2% | +102.1% | +84.9% |
| YTD | +178.6% | +15.8% | +162.8% | +116.9% |
| 1Y | +220.0% | +20.8% | +199.1% | +129.1% |
| All | +220.0% | +21.4% | +198.5% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling