-100.0%
VIVK vs SIMO
+548.4%
-648.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.3% |
| 7D | -7.9% | +14.5% | -22.4% | -7.9% |
| 30D | -42.0% | +20.4% | -62.4% | -42.0% |
| 3M | -92.5% | +7.1% | -99.6% | -92.5% |
| 6M | -98.0% | +129.2% | -227.3% | -98.0% |
| YTD | -97.9% | +201.9% | -299.8% | -97.9% |
| 1Y | -100.0% | +235.5% | -335.5% | -100.0% |
| 3Y | -100.0% | +463.8% | -563.8% | -100.0% |
| 5Y | -100.0% | +306.7% | -406.7% | -100.0% |
| 10Y | -100.0% | +579.5% | -679.4% | -100.0% |
| All | -100.0% | +548.4% | -648.4% | -100.0% |
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 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