+768.4%
VLO vs SIMO
+379.7%
+388.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.1% |
| 7D | -13.3% | -22.0% | +8.7% | -9.7% |
| 30D | -18.3% | -43.0% | +24.7% | -11.0% |
| 3M | +14.3% | -39.1% | +53.5% | +21.8% |
| 6M | +47.6% | -33.3% | +80.9% | +50.7% |
| YTD | +116.0% | +77.0% | +39.0% | +72.1% |
| 1Y | +101.0% | +73.0% | +28.0% | +60.8% |
| 3Y | +199.0% | +215.7% | -16.7% | +99.0% |
| 5Y | +419.0% | +155.6% | +263.4% | +243.4% |
| All | +768.4% | +379.7% | +388.7% | +327.4% |
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