+1,756.8%
VLO vs SIMO
+3,332.4%
-1,575.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.7% |
| 7D | +5.2% | +4.2% | +1.0% | +4.2% |
| 30D | +22.6% | +4.1% | +18.5% | +20.6% |
| 3M | +43.8% | -12.9% | +56.6% | +43.8% |
| 6M | +65.7% | +110.3% | -44.6% | +33.8% |
| YTD | +131.1% | +178.6% | -47.5% | +73.6% |
| 1Y | +143.6% | +220.0% | -76.4% | +76.4% |
| 3Y | +201.4% | +409.0% | -207.7% | +91.9% |
| 5Y | +568.9% | +277.3% | +291.6% | +334.7% |
| 10Y | +891.8% | +506.6% | +385.2% | +446.3% |
| All | +1,756.8% | +3,332.4% | -1,575.6% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling