+123.4%
VRT vs SIMO
+226.2%
-102.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.7% | -4.3% | +1.7% |
| 7D | +9.1% | +4.2% | +4.9% | +7.7% |
| 30D | +0.9% | +4.1% | -3.2% | -0.9% |
| 3M | -13.4% | -12.9% | -0.5% | -10.7% |
| 6M | +11.7% | +110.3% | -98.7% | -14.2% |
| YTD | +73.2% | +178.6% | -105.3% | +13.7% |
| 1Y | +123.4% | +220.0% | -96.6% | +38.7% |
| All | +123.4% | +226.2% | -102.8% | +38.7% |
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 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