+105.4%
VLO vs SIMO
+97.3%
+8.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.7% | -5.0% | +3.3% |
| 7D | -0.4% | +0.9% | -1.4% | -0.6% |
| 30D | -16.6% | -25.4% | +8.8% | -15.8% |
| 3M | +12.3% | -17.8% | +30.0% | +12.7% |
| 6M | +47.8% | -29.6% | +77.4% | +48.1% |
| YTD | +126.7% | +100.3% | +26.4% | +108.1% |
| 1Y | +105.4% | +100.4% | +5.0% | +88.6% |
| All | +105.4% | +97.3% | +8.0% | +88.6% |
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