+742.6%
VGT vs SIMO
+423.7%
+318.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | +5.6% | +14.9% | -9.2% | +2.1% |
| 30D | -10.6% | -27.0% | +16.4% | -4.5% |
| 3M | -6.9% | -25.4% | +18.5% | -2.4% |
| 6M | +0.9% | -30.3% | +31.2% | +4.9% |
| YTD | +20.4% | +95.8% | -75.4% | -9.1% |
| 1Y | +17.4% | +100.0% | -82.7% | -12.0% |
| 3Y | +106.3% | +238.3% | -132.0% | +29.3% |
| 5Y | +107.9% | +187.6% | -79.7% | +29.4% |
| All | +742.6% | +423.7% | +318.9% | +304.0% |
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