+444.2%
V vs SIMO
+436.4%
+7.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.8% |
| 7D | -0.8% | -8.2% | +7.4% | -0.1% |
| 30D | +9.5% | -34.6% | +44.1% | +14.2% |
| 3M | +16.7% | -32.6% | +49.3% | +20.0% |
| 6M | +32.9% | -31.8% | +64.8% | +33.4% |
| YTD | +21.1% | +87.6% | -66.5% | +0.7% |
| 1Y | +26.6% | +86.7% | -60.0% | +5.2% |
| 3Y | +78.4% | +227.4% | -149.1% | +29.6% |
| 5Y | +105.5% | +173.0% | -67.5% | +47.5% |
| 10Y | +444.2% | +409.6% | +34.6% | +206.6% |
| All | +444.2% | +436.4% | +7.9% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling