+100.1%
VICI vs SIMO
+292.9%
-192.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.2% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | +9.0% | -24.0% | +33.0% | +10.6% |
| 3M | -3.2% | -31.8% | +28.5% | -1.6% |
| 6M | -8.1% | -36.9% | +28.8% | -7.3% |
| YTD | -6.3% | +84.8% | -91.2% | -19.0% |
| 1Y | -12.1% | +99.0% | -111.1% | -24.9% |
| 3Y | +6.4% | +217.9% | -211.6% | -18.1% |
| 5Y | +14.9% | +171.5% | -156.6% | -12.7% |
| All | +100.1% | +292.9% | -192.8% | +19.4% |
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 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