+28.9%
VCIT vs SIMO
+379.7%
-350.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.2% |
| 7D | +0.1% | -22.0% | +22.1% | +0.4% |
| 30D | +1.9% | -43.0% | +45.0% | +2.5% |
| 3M | -1.4% | -39.1% | +37.7% | -1.0% |
| 6M | -2.1% | -33.3% | +31.1% | -2.0% |
| YTD | -1.6% | +77.0% | -78.6% | -3.2% |
| 1Y | -0.9% | +73.0% | -73.9% | -2.5% |
| 3Y | +20.0% | +215.7% | -195.7% | +16.4% |
| 5Y | +3.1% | +155.6% | -152.5% | 0.0% |
| All | +28.9% | +379.7% | -350.8% | +23.2% |
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