-44.6%
VG vs SIMO
+225.8%
-270.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.1% |
| 7D | +14.0% | +4.1% | +9.9% | +13.2% |
| 30D | -1.0% | -24.0% | +23.0% | +2.5% |
| 3M | -2.7% | -31.8% | +29.1% | +1.2% |
| 6M | +1.5% | -36.9% | +38.4% | +4.4% |
| YTD | +93.7% | +84.8% | +8.9% | +35.7% |
| 1Y | +68.5% | +99.0% | -30.4% | +12.6% |
| All | -44.6% | +225.8% | -270.3% | -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