-44.1%
VG vs SIMO
+245.1%
-289.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.1% |
| 7D | +15.1% | +14.9% | +0.2% | +12.8% |
| 30D | -4.2% | -27.0% | +22.8% | -0.5% |
| 3M | -3.1% | -25.4% | +22.3% | -0.5% |
| 6M | +0.3% | -30.3% | +30.6% | +1.6% |
| YTD | +95.5% | +95.8% | -0.3% | +35.8% |
| 1Y | +64.4% | +100.0% | -35.6% | +12.3% |
| All | -44.1% | +245.1% | -289.2% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling