+454.5%
V vs SIMO
+395.4%
+59.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +0.6% | -16.0% | +16.6% | +2.4% |
| 30D | +9.7% | -35.8% | +45.5% | +14.6% |
| 3M | +17.3% | -26.5% | +43.8% | +19.3% |
| 6M | +33.2% | -33.0% | +66.2% | +33.9% |
| YTD | +21.3% | +84.3% | -63.0% | +1.1% |
| 1Y | +27.3% | +82.0% | -54.6% | +6.1% |
| 3Y | +76.1% | +218.5% | -142.4% | +28.5% |
| 5Y | +103.5% | +175.0% | -71.6% | +45.5% |
| 10Y | +454.5% | +407.5% | +46.9% | +213.5% |
| All | +454.5% | +395.4% | +59.1% | +213.5% |
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