+116.6%
VSH vs SIMO
+436.4%
-319.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +5.7% | +7.8% | +11.2% |
| 7D | +3.5% | -8.2% | +11.7% | +7.6% |
| 30D | -22.4% | -34.6% | +12.2% | -7.9% |
| 3M | -25.2% | -32.6% | +7.4% | -13.2% |
| 6M | -22.5% | -31.8% | +9.3% | -10.1% |
| YTD | +84.2% | +87.6% | -3.4% | +41.9% |
| 1Y | +87.1% | +86.7% | +0.4% | +44.3% |
| 3Y | +31.7% | +227.4% | -195.8% | -19.2% |
| 5Y | +42.6% | +173.0% | -130.4% | -13.9% |
| 10Y | +116.6% | +409.6% | -293.0% | -4.9% |
| All | +116.6% | +436.4% | -319.8% | -4.9% |
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