+160.1%
VEA vs SIMO
+995.5%
-835.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | 0.0% | -25.4% | +25.4% | +3.6% |
| 3M | -3.6% | -17.8% | +14.2% | -2.4% |
| 6M | -0.5% | -29.6% | +29.0% | +1.4% |
| YTD | +13.0% | +100.3% | -87.3% | -5.0% |
| 1Y | +16.3% | +100.4% | -84.1% | -2.4% |
| 3Y | +74.4% | +246.1% | -171.7% | +30.9% |
| 5Y | +55.8% | +189.8% | -134.0% | +16.5% |
| 10Y | +161.1% | +434.6% | -273.5% | +67.2% |
| All | +160.1% | +995.5% | -835.5% | -2.1% |
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