+800.0%
VGT vs SIMO
+605.2%
+194.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | -0.5% |
| 7D | -0.2% | +11.0% | -11.2% | -2.8% |
| 30D | -0.4% | +17.9% | -18.3% | -4.9% |
| 3M | +4.4% | +3.9% | +0.5% | +0.9% |
| 6M | +32.1% | +131.0% | -99.0% | +0.5% |
| YTD | +28.8% | +209.3% | -180.5% | -10.9% |
| 1Y | +35.3% | +223.8% | -188.4% | -8.0% |
| 3Y | +124.8% | +479.2% | -354.5% | +27.0% |
| 5Y | +137.9% | +316.0% | -178.1% | +39.8% |
| All | +800.0% | +605.2% | +194.8% | +308.6% |
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