+900.2%
VLO vs SIMO
+515.6%
+384.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -2.9% | +2.2% |
| 7D | +5.8% | +14.6% | -8.8% | +3.1% |
| 30D | +28.3% | +6.2% | +22.1% | +26.2% |
| 3M | +48.7% | +3.6% | +45.2% | +44.3% |
| 6M | +71.9% | +130.8% | -58.9% | +37.3% |
| YTD | +138.7% | +195.8% | -57.1% | +78.0% |
| 1Y | +148.5% | +225.0% | -76.6% | +80.0% |
| 3Y | +192.7% | +452.3% | -259.6% | +80.9% |
| 5Y | +601.6% | +303.6% | +298.0% | +344.0% |
| 10Y | +900.2% | +528.8% | +371.4% | +385.0% |
| All | +900.2% | +515.6% | +384.5% | +385.0% |
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