-51.4%
VG vs SIMO
+199.5%
-250.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.4% | +10.4% | -1.9% |
| 7D | -22.0% | -31.4% | +9.4% | -17.9% |
| 30D | -14.7% | -45.2% | +30.4% | -8.1% |
| 3M | -7.1% | -36.5% | +29.4% | -2.5% |
| 6M | -11.2% | -34.2% | +23.0% | -9.7% |
| YTD | +69.8% | +69.9% | -0.1% | +20.5% |
| 1Y | +49.9% | +60.4% | -10.6% | +9.4% |
| All | -51.4% | +199.5% | -250.9% | -76.1% |
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 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