+1,164.9%
VST vs SIMO
+394.4%
+770.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.1% |
| 7D | +6.6% | +4.1% | +2.5% | +5.6% |
| 30D | -12.4% | -24.0% | +11.6% | -7.5% |
| 3M | -9.0% | -31.8% | +22.8% | -2.5% |
| 6M | -6.4% | -36.9% | +30.4% | +0.1% |
| YTD | -17.2% | +84.8% | -102.0% | -32.1% |
| 1Y | -22.0% | +99.0% | -121.0% | -37.3% |
| 3Y | +296.7% | +217.9% | +78.7% | +186.2% |
| 5Y | +637.6% | +171.5% | +466.1% | +427.6% |
| All | +1,164.9% | +394.4% | +770.5% | +653.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling