-20.9%
VST vs SIMO
+226.2%
-247.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +2.6% |
| 7D | +8.9% | +4.2% | +4.7% | +8.4% |
| 30D | +6.2% | +4.1% | +2.1% | +5.4% |
| 3M | -2.7% | -12.9% | +10.1% | -2.5% |
| 6M | -8.4% | +110.3% | -118.7% | -14.4% |
| YTD | -7.2% | +178.6% | -185.8% | -21.0% |
| 1Y | -20.9% | +220.0% | -240.9% | -33.1% |
| All | -20.9% | +226.2% | -247.1% | -33.1% |
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