+2,256.9%
VGT vs SIMO
+2,171.3%
+85.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -4.1% | -16.0% | +11.9% | -1.1% |
| 30D | -13.6% | -35.8% | +22.1% | -6.9% |
| 3M | -8.0% | -26.5% | +18.5% | -4.2% |
| 6M | -1.5% | -33.0% | +31.5% | +2.7% |
| YTD | +17.7% | +84.3% | -66.6% | -1.6% |
| 1Y | +13.8% | +82.0% | -68.2% | -4.7% |
| 3Y | +101.6% | +218.5% | -116.9% | +49.7% |
| 5Y | +106.7% | +175.0% | -68.3% | +52.9% |
| 10Y | +717.0% | +407.5% | +309.5% | +422.8% |
| All | +2,256.9% | +2,171.3% | +85.6% | +828.0% |
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 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