-34.9%
VST vs SIMO
+94.5%
-129.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.6% | -4.2% | -12.4% |
| 7D | -15.7% | -16.9% | +1.2% | -13.5% |
| 30D | -17.0% | -35.4% | +18.4% | -12.4% |
| 3M | -15.9% | -31.9% | +16.0% | -12.1% |
| 6M | -25.0% | -19.3% | -5.7% | -21.6% |
| YTD | -25.1% | +98.5% | -123.6% | -28.1% |
| 1Y | -34.9% | +100.5% | -135.4% | -38.3% |
| All | -34.9% | +94.5% | -129.3% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling