+54.6%
VEA vs SIMO
+171.5%
-116.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | 0.0% | -16.0% | +16.0% | +1.7% |
| 30D | -1.4% | -35.8% | +34.3% | +2.8% |
| 3M | -4.1% | -26.5% | +22.4% | -2.1% |
| 6M | -1.3% | -33.0% | +31.7% | +0.7% |
| YTD | +12.1% | +84.3% | -72.3% | -1.0% |
| 1Y | +16.1% | +82.0% | -65.9% | +2.6% |
| 3Y | +73.0% | +218.5% | -145.5% | +38.4% |
| All | +54.6% | +171.5% | -116.9% | +22.3% |
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