+173.7%
VEA vs SIMO
+1,423.6%
-1,249.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.9% |
| 7D | +1.0% | +4.2% | -3.3% | +0.2% |
| 30D | +1.9% | +4.1% | -2.1% | +0.8% |
| 3M | +3.2% | -12.9% | +16.1% | +3.6% |
| 6M | +10.2% | +110.3% | -100.1% | -5.8% |
| YTD | +18.9% | +178.6% | -159.7% | -3.6% |
| 1Y | +29.3% | +220.0% | -190.7% | +2.0% |
| 3Y | +76.8% | +409.0% | -332.3% | +26.7% |
| 5Y | +61.2% | +277.3% | -216.1% | +17.4% |
| 10Y | +163.3% | +506.6% | -343.3% | +67.5% |
| All | +173.7% | +1,423.6% | -1,249.9% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling