-100.0%
VIVK vs SIMO
+394.4%
-494.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.6% | -1.9% | -7.1% |
| 7D | -57.7% | +4.1% | -61.8% | -57.8% |
| 30D | -87.3% | -24.0% | -63.3% | -87.1% |
| 3M | -98.9% | -31.8% | -67.1% | -98.9% |
| 6M | -100.0% | -36.9% | -63.1% | -99.9% |
| YTD | -100.0% | +84.8% | -184.8% | -100.0% |
| 1Y | -100.0% | +99.0% | -199.0% | -100.0% |
| 3Y | -100.0% | +217.9% | -317.9% | -100.0% |
| 5Y | -100.0% | +171.5% | -271.5% | -100.0% |
| All | -100.0% | +394.4% | -494.4% | -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