+135.2%
VGT vs SIMO
+312.7%
-177.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | +1.5% | +14.5% | -13.0% | -1.6% |
| 30D | +0.5% | +20.4% | -19.9% | -3.9% |
| 3M | +5.3% | +7.1% | -1.9% | +1.6% |
| 6M | +32.4% | +129.2% | -96.8% | +4.1% |
| YTD | +28.6% | +201.9% | -173.4% | -7.4% |
| 1Y | +37.6% | +235.5% | -197.9% | -4.2% |
| 3Y | +125.5% | +463.8% | -338.3% | +34.3% |
| 5Y | +135.2% | +306.7% | -171.5% | +51.1% |
| All | +135.2% | +312.7% | -177.5% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling