+640.3%
VEEV vs SIMO
+2,584.4%
-1,944.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.7% | -12.0% | -4.6% |
| 7D | -0.6% | +4.2% | -4.8% | -1.3% |
| 30D | +28.8% | +4.1% | +24.8% | +27.0% |
| 3M | +54.0% | -12.9% | +66.9% | +52.7% |
| 6M | +46.0% | +110.3% | -64.4% | +17.4% |
| YTD | +23.2% | +178.6% | -155.3% | -8.1% |
| 1Y | +1.9% | +220.0% | -218.1% | -26.9% |
| 3Y | +27.0% | +409.0% | -382.0% | -21.0% |
| 5Y | -13.4% | +277.3% | -290.7% | -44.5% |
| 10Y | +575.2% | +506.6% | +68.6% | +254.1% |
| All | +640.3% | +2,584.4% | -1,944.1% | +231.2% |
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 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