-12.5%
VG vs SIMO
-23.4%
+10.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -9.6% | +1.9% | -7.0% |
| 7D | -16.4% | -16.9% | +0.5% | -15.5% |
| 30D | -10.8% | -35.4% | +24.6% | -9.7% |
| 3M | -6.3% | -31.9% | +25.6% | -5.7% |
| 6M | -12.5% | -19.3% | +6.8% | -3.3% |
| All | -12.5% | -23.4% | +10.9% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling