+1,179.1%
VST vs SIMO
+423.7%
+755.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | +19.2% | +14.9% | +4.3% | +15.8% |
| 30D | -17.2% | -27.0% | +9.8% | -11.9% |
| 3M | -8.1% | -25.4% | +17.2% | -3.4% |
| 6M | -8.1% | -30.3% | +22.1% | -3.7% |
| YTD | -16.3% | +95.8% | -112.0% | -32.2% |
| 1Y | -24.1% | +100.0% | -124.1% | -38.9% |
| 3Y | +300.2% | +238.3% | +62.0% | +185.1% |
| 5Y | +645.9% | +187.6% | +458.3% | +427.3% |
| All | +1,179.1% | +423.7% | +755.4% | +653.4% |
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