+72.8%
VEA vs SIMO
+220.8%
-148.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | 0.0% | -16.0% | +16.0% | +1.6% |
| 30D | -1.4% | -35.8% | +34.3% | +2.7% |
| 3M | -4.1% | -26.5% | +22.4% | -2.1% |
| 6M | -1.3% | -33.0% | +31.7% | +0.6% |
| YTD | +12.1% | +84.3% | -72.3% | -2.5% |
| 1Y | +16.1% | +82.0% | -65.9% | +1.1% |
| All | +72.8% | +220.8% | -148.0% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling