+30.6%
VCIT vs SIMO
+434.7%
-404.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | 0.0% |
| 7D | +0.7% | -8.5% | +9.2% | +0.8% |
| 30D | +1.8% | -34.8% | +36.6% | +2.3% |
| 3M | -1.6% | -32.8% | +31.3% | -1.2% |
| 6M | -2.1% | -32.0% | +29.9% | -1.9% |
| YTD | -1.6% | +87.0% | -88.6% | -3.2% |
| 1Y | -0.8% | +86.1% | -86.9% | -2.5% |
| 3Y | +19.9% | +226.4% | -206.5% | +16.3% |
| 5Y | +3.3% | +172.1% | -168.8% | +0.1% |
| 10Y | +30.6% | +408.0% | -377.4% | +24.7% |
| All | +30.6% | +434.7% | -404.0% | +24.7% |
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