+78.7%
VNQ vs SIMO
+394.4%
-315.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.5% |
| 7D | +0.8% | +4.1% | -3.3% | +0.4% |
| 30D | +6.8% | -24.0% | +30.7% | +8.6% |
| 3M | -1.3% | -31.8% | +30.5% | +0.8% |
| 6M | +2.4% | -36.9% | +39.3% | +3.8% |
| YTD | +12.1% | +84.8% | -72.7% | -2.2% |
| 1Y | +12.0% | +99.0% | -87.0% | -3.4% |
| 3Y | +44.8% | +217.9% | -173.2% | +14.1% |
| 5Y | +6.9% | +171.5% | -164.6% | -16.3% |
| All | +78.7% | +394.4% | -315.7% | +20.5% |
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