+7.4%
VSH vs SIMO
+214.6%
-207.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +3.7% |
| 7D | -12.9% | -22.0% | +9.1% | -2.0% |
| 30D | -36.9% | -43.0% | +6.2% | -18.0% |
| 3M | -28.8% | -39.1% | +10.4% | -11.7% |
| 6M | -30.3% | -33.3% | +3.0% | -16.0% |
| YTD | +62.4% | +77.0% | -14.6% | +20.0% |
| 1Y | +62.5% | +73.0% | -10.5% | +21.4% |
| 3Y | +7.4% | +215.7% | -208.3% | -46.4% |
| All | +7.4% | +214.6% | -207.2% | -46.4% |
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