+1,112.0%
VST vs SIMO
+379.7%
+732.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.2% | +6.4% | +9.7% |
| 7D | -9.8% | -22.0% | +12.2% | -5.0% |
| 30D | -25.1% | -43.0% | +17.9% | -16.3% |
| 3M | -11.6% | -39.1% | +27.6% | -3.3% |
| 6M | -20.9% | -33.3% | +12.4% | -16.2% |
| YTD | -22.3% | +77.0% | -99.3% | -35.7% |
| 1Y | -32.0% | +73.0% | -105.0% | -43.5% |
| 3Y | +262.4% | +215.7% | +46.7% | +162.5% |
| 5Y | +563.4% | +155.6% | +407.7% | +380.4% |
| All | +1,112.0% | +379.7% | +732.3% | +617.8% |
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