+330.5%
VSH vs SIMO
+3,332.4%
-3,001.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.7% | -4.3% | +1.7% |
| 7D | +4.1% | +4.2% | -0.2% | +2.7% |
| 30D | -4.2% | +4.1% | -8.2% | -6.0% |
| 3M | -50.0% | -12.9% | -37.1% | -47.9% |
| 6M | +80.2% | +110.3% | -30.2% | +40.7% |
| YTD | +121.1% | +178.6% | -57.5% | +57.0% |
| 1Y | +112.0% | +220.0% | -108.0% | +44.2% |
| 3Y | +22.5% | +409.0% | -386.5% | -28.1% |
| 5Y | +64.0% | +277.3% | -213.3% | -1.1% |
| 10Y | +170.4% | +506.6% | -336.2% | +34.0% |
| All | +330.5% | +3,332.4% | -3,001.9% | -15.2% |
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