+60.6%
VNQ vs SIMO
+557.5%
-496.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -2.6% | +12.5% | -15.2% | -3.7% |
| 30D | -2.3% | +18.4% | -20.8% | -4.1% |
| 3M | -2.8% | +5.6% | -8.4% | -4.6% |
| 6M | +2.5% | +116.9% | -114.4% | -8.9% |
| YTD | +8.4% | +188.4% | -180.0% | -7.7% |
| 1Y | +6.8% | +221.3% | -214.5% | -10.9% |
| 3Y | +29.9% | +438.6% | -408.6% | -1.0% |
| 5Y | +7.2% | +287.9% | -280.7% | -16.8% |
| All | +60.6% | +557.5% | -496.9% | +6.7% |
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