+27.4%
VSH vs SIMO
+418.6%
-391.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.7% | -4.3% | +0.6% |
| 7D | +4.1% | +4.2% | -0.2% | +2.1% |
| 30D | -4.2% | +4.1% | -8.2% | -7.0% |
| 3M | -50.0% | -12.9% | -37.1% | -47.4% |
| 6M | +80.2% | +110.3% | -30.2% | +28.6% |
| YTD | +121.1% | +178.6% | -57.5% | +33.5% |
| 1Y | +112.0% | +220.0% | -108.0% | +17.9% |
| All | +27.4% | +418.6% | -391.1% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling