+2,483.2%
VGT vs SIMO
+3,332.4%
-849.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -1.3% |
| 7D | +1.0% | +4.2% | -3.2% | +0.1% |
| 30D | +1.3% | +4.1% | -2.8% | -0.1% |
| 3M | -1.1% | -12.9% | +11.7% | -0.4% |
| 6M | +32.6% | +110.3% | -77.7% | +10.6% |
| YTD | +29.0% | +178.6% | -149.6% | +1.1% |
| 1Y | +39.7% | +220.0% | -180.3% | +6.3% |
| 3Y | +120.9% | +409.0% | -288.1% | +52.2% |
| 5Y | +133.6% | +277.3% | -143.8% | +64.8% |
| 10Y | +792.6% | +506.6% | +285.9% | +453.7% |
| All | +2,483.2% | +3,332.4% | -849.2% | +853.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling