+62.1%
VEA vs SIMO
+297.1%
-235.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.1% |
| 7D | +1.9% | +14.6% | -12.7% | +0.3% |
| 30D | +0.8% | +6.2% | -5.4% | -0.2% |
| 3M | +5.7% | +3.6% | +2.1% | +4.1% |
| 6M | +13.3% | +130.8% | -117.5% | -0.1% |
| YTD | +18.4% | +195.8% | -177.4% | +0.3% |
| 1Y | +27.0% | +225.0% | -198.1% | +5.7% |
| 3Y | +79.3% | +452.3% | -373.0% | +36.4% |
| 5Y | +62.1% | +303.6% | -241.5% | +26.8% |
| All | +62.1% | +297.1% | -235.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling