+29.1%
VCIT vs SIMO
+360.6%
-331.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | +0.4% |
| 7D | +0.5% | -31.4% | +31.8% | +0.9% |
| 30D | +2.1% | -45.2% | +47.2% | +2.8% |
| 3M | -1.6% | -36.5% | +34.9% | -1.2% |
| 6M | -1.6% | -34.2% | +32.6% | -1.4% |
| YTD | -1.5% | +69.9% | -71.4% | -3.0% |
| 1Y | -0.4% | +60.4% | -60.8% | -1.8% |
| 3Y | +19.6% | +203.1% | -183.6% | +16.0% |
| 5Y | +3.3% | +145.4% | -142.2% | +0.2% |
| All | +29.1% | +360.6% | -331.5% | +23.4% |
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