+735.5%
VGT vs SIMO
+453.3%
+282.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +0.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -10.1% | -25.4% | +15.3% | -4.5% |
| 3M | -5.3% | -17.8% | +12.5% | -3.1% |
| 6M | +0.2% | -29.6% | +29.8% | +4.0% |
| YTD | +21.1% | +100.3% | -79.2% | -9.0% |
| 1Y | +18.2% | +100.4% | -82.2% | -11.4% |
| 3Y | +107.4% | +246.1% | -138.7% | +29.4% |
| 5Y | +111.5% | +189.8% | -78.3% | +31.6% |
| 10Y | +735.5% | +434.6% | +300.9% | +297.8% |
| All | +735.5% | +453.3% | +282.2% | +297.8% |
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 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