+728.4%
VGT vs SIMO
+394.4%
+334.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | -0.3% |
| 7D | +2.5% | +4.1% | -1.6% | +1.4% |
| 30D | -9.5% | -24.0% | +14.5% | -4.2% |
| 3M | -9.5% | -31.8% | +22.3% | -3.1% |
| 6M | -1.8% | -36.9% | +35.1% | +4.6% |
| YTD | +18.4% | +84.8% | -66.4% | -9.4% |
| 1Y | +18.7% | +99.0% | -80.2% | -11.1% |
| 3Y | +103.8% | +217.9% | -114.1% | +29.7% |
| 5Y | +104.4% | +171.5% | -67.1% | +29.0% |
| All | +728.4% | +394.4% | +334.0% | +302.7% |
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