+163.6%
VEA vs SIMO
+548.4%
-384.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.1% |
| 7D | +0.3% | +14.5% | -14.2% | -1.6% |
| 30D | +0.4% | +20.4% | -20.0% | -2.4% |
| 3M | +4.8% | +7.1% | -2.3% | +2.3% |
| 6M | +11.3% | +129.2% | -118.0% | -4.8% |
| YTD | +17.4% | +201.9% | -184.6% | -4.6% |
| 1Y | +26.2% | +235.5% | -209.3% | +0.3% |
| 3Y | +77.7% | +463.8% | -386.1% | +27.2% |
| 5Y | +60.9% | +306.7% | -245.8% | +17.5% |
| 10Y | +163.6% | +579.5% | -415.9% | +62.6% |
| All | +163.6% | +548.4% | -384.8% | +62.6% |
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