+754.3%
VLO vs SIMO
+453.3%
+301.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.7% | -5.0% | +2.2% |
| 7D | -0.4% | +0.9% | -1.4% | -0.8% |
| 30D | -16.6% | -25.4% | +8.8% | -13.1% |
| 3M | +12.3% | -17.8% | +30.0% | +13.6% |
| 6M | +47.8% | -29.6% | +77.4% | +49.8% |
| YTD | +126.7% | +100.3% | +26.4% | +76.9% |
| 1Y | +105.4% | +100.4% | +5.0% | +60.0% |
| 3Y | +222.0% | +246.1% | -24.1% | +111.4% |
| 5Y | +449.8% | +189.8% | +260.0% | +255.9% |
| 10Y | +754.3% | +434.6% | +319.7% | +311.6% |
| All | +754.3% | +453.3% | +301.0% | +311.6% |
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 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