-39.3%
VG vs SIMO
+391.0%
-430.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.5% |
| 7D | +1.7% | +4.2% | -2.5% | +1.1% |
| 30D | +16.0% | +4.1% | +11.9% | +14.8% |
| 3M | +9.7% | -12.9% | +22.6% | +9.9% |
| 6M | +29.6% | +110.3% | -80.8% | +3.7% |
| YTD | +112.0% | +178.6% | -66.6% | +41.8% |
| 1Y | +12.8% | +220.0% | -207.2% | -31.3% |
| All | -39.3% | +391.0% | -430.3% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling