+2,207.1%
SIMO vs VYM
+492.8%
+1,714.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +9.1% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +4.1% | -0.5% | +4.6% | +4.6% |
| 3M | -12.9% | +3.0% | -15.9% | -15.5% |
| 6M | +110.3% | +8.2% | +102.1% | +93.8% |
| YTD | +178.6% | +15.8% | +162.8% | +138.8% |
| 1Y | +220.0% | +20.8% | +199.1% | +163.4% |
| 3Y | +409.0% | +65.3% | +343.8% | +206.9% |
| 5Y | +277.3% | +76.6% | +200.7% | +108.7% |
| 10Y | +506.6% | +203.9% | +302.7% | +77.4% |
| All | +2,207.1% | +492.8% | +1,714.3% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling