+318.1%
SIMO vs VYM
+77.5%
+240.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.6% | +6.5% |
| 7D | +11.0% | -0.8% | +11.8% | +12.0% |
| 30D | +17.9% | -2.2% | +20.1% | +20.8% |
| 3M | +3.9% | +3.1% | +0.8% | +0.4% |
| 6M | +131.0% | +9.7% | +121.3% | +109.9% |
| YTD | +209.3% | +14.9% | +194.4% | +168.1% |
| 1Y | +223.8% | +17.6% | +206.2% | +175.0% |
| 3Y | +479.2% | +65.3% | +413.9% | +278.5% |
| All | +318.1% | +77.5% | +240.6% | +157.6% |
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