+111.1%
VSH vs SIMO
+394.4%
-283.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.6% | +1.4% | -1.9% |
| 7D | +14.3% | +4.1% | +10.2% | +12.8% |
| 30D | -7.9% | -24.0% | +16.1% | +3.2% |
| 3M | -19.9% | -31.8% | +11.9% | -7.2% |
| 6M | -30.5% | -36.9% | +6.4% | -17.1% |
| YTD | +85.7% | +84.8% | +0.8% | +44.0% |
| 1Y | +98.9% | +99.0% | -0.1% | +50.1% |
| 3Y | +32.1% | +217.9% | -185.9% | -18.0% |
| 5Y | +39.7% | +171.5% | -131.8% | -15.3% |
| All | +111.1% | +394.4% | -283.3% | -6.3% |
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