+125.8%
VGT vs SIMO
+462.5%
-336.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -1.5% |
| 7D | +1.8% | +14.6% | -12.8% | -1.4% |
| 30D | -0.3% | +6.2% | -6.5% | -2.3% |
| 3M | +3.4% | +3.6% | -0.2% | +0.3% |
| 6M | +35.0% | +130.8% | -95.8% | +2.5% |
| YTD | +28.8% | +195.8% | -167.0% | -12.3% |
| 1Y | +38.0% | +225.0% | -187.0% | -10.3% |
| 3Y | +125.8% | +452.3% | -326.5% | +10.4% |
| All | +125.8% | +462.5% | -336.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling