0.0%
VRT vs SIMO
+67.0%
-67.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.0% |
| 7D | -21.4% | -22.0% | +0.6% | -14.0% |
| 30D | -25.8% | -43.0% | +17.2% | -11.0% |
| 3M | -33.5% | -39.1% | +5.6% | -22.4% |
| 6M | -49.0% | -33.3% | -15.7% | -41.5% |
| YTD | +12.9% | +77.0% | -64.0% | -10.9% |
| 1Y | 0.0% | +73.0% | -73.0% | -18.8% |
| All | 0.0% | +67.0% | -67.0% | -18.8% |
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