+743.6%
VLO vs SIMO
+434.7%
+309.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.0% |
| 7D | -6.5% | -8.5% | +2.0% | -5.2% |
| 30D | -17.8% | -34.8% | +17.1% | -12.3% |
| 3M | +19.6% | -32.8% | +52.4% | +25.2% |
| 6M | +49.3% | -32.0% | +81.3% | +52.1% |
| YTD | +122.4% | +87.0% | +35.4% | +75.6% |
| 1Y | +107.4% | +86.1% | +21.4% | +63.8% |
| 3Y | +223.1% | +226.4% | -3.3% | +114.3% |
| 5Y | +432.2% | +172.1% | +260.1% | +248.3% |
| 10Y | +743.6% | +408.0% | +335.6% | +313.7% |
| All | +743.6% | +434.7% | +309.0% | +313.7% |
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