+66.5%
VSH vs SIMO
+269.6%
-203.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.7% | -4.3% | +1.3% |
| 7D | +4.1% | +4.2% | -0.2% | +2.5% |
| 30D | -4.2% | +4.1% | -8.2% | -6.4% |
| 3M | -50.0% | -12.9% | -37.1% | -47.8% |
| 6M | +80.2% | +110.3% | -30.2% | +40.4% |
| YTD | +121.1% | +178.6% | -57.5% | +55.1% |
| 1Y | +112.0% | +220.0% | -108.0% | +42.0% |
| 3Y | +22.5% | +409.0% | -386.5% | -29.6% |
| All | +66.5% | +269.6% | -203.1% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling