+143.6%
VLO vs SIMO
+226.2%
-82.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.4% |
| 7D | +5.2% | +4.2% | +1.0% | +5.0% |
| 30D | +22.6% | +4.1% | +18.5% | +22.2% |
| 3M | +43.8% | -12.9% | +56.6% | +43.5% |
| 6M | +65.7% | +110.3% | -44.6% | +57.3% |
| YTD | +131.1% | +178.6% | -47.5% | +111.4% |
| 1Y | +143.6% | +220.0% | -76.4% | +136.6% |
| All | +143.6% | +226.2% | -82.6% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling