-51.4%
VG vs SIMO
+211.9%
-263.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.5% |
| 7D | -22.0% | -22.0% | 0.0% | -19.2% |
| 30D | -11.6% | -43.0% | +31.4% | -5.3% |
| 3M | -14.9% | -39.1% | +24.3% | -10.2% |
| 6M | -3.5% | -33.3% | +29.8% | -2.0% |
| YTD | +70.0% | +77.0% | -7.0% | +19.9% |
| 1Y | +50.0% | +73.0% | -23.0% | +6.6% |
| All | -51.4% | +211.9% | -263.3% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling