+170.0%
SIMO vs VYM
+71.9%
+98.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.1% | +3.7% | +0.4% | +0.2% |
| 30D | -24.0% | +3.7% | -27.7% | -26.7% |
| 3M | -31.8% | -0.7% | -31.1% | -31.0% |
| 6M | -36.9% | +7.2% | -44.1% | -41.1% |
| YTD | +84.8% | +16.9% | +67.9% | +57.3% |
| 1Y | +99.0% | +19.6% | +79.4% | +65.6% |
| 3Y | +217.9% | +74.6% | +143.4% | +97.7% |
| All | +170.0% | +71.9% | +98.1% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling