-73.7%
SIMX vs VT
+0.6%
-74.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | 0.0% | +15.2% | +15.0% |
| 7D | -5.5% | -1.6% | -3.9% | +11.9% |
| 30D | -53.4% | -2.5% | -50.9% | -36.2% |
| 3M | -51.6% | -1.3% | -50.3% | -42.3% |
| All | -73.7% | +0.6% | -74.3% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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 · Available span rolling