+216.2%
VSH vs SIMO
+2,080.4%
-1,864.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +4.4% |
| 7D | -12.9% | -22.0% | +9.1% | -5.6% |
| 30D | -36.9% | -43.0% | +6.2% | -24.3% |
| 3M | -28.8% | -39.1% | +10.4% | -17.2% |
| 6M | -30.3% | -33.3% | +3.0% | -20.6% |
| YTD | +62.4% | +77.0% | -14.6% | +33.1% |
| 1Y | +62.5% | +73.0% | -10.5% | +34.1% |
| 3Y | +7.4% | +215.7% | -208.3% | -26.7% |
| 5Y | +25.4% | +155.6% | -130.2% | -14.2% |
| 10Y | +102.6% | +388.4% | -285.7% | +9.3% |
| All | +216.2% | +2,080.4% | -1,864.3% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling