-32.0%
VST vs SIMO
+67.0%
-99.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.2% | +6.4% | +9.9% |
| 7D | -9.8% | -22.0% | +12.2% | -6.4% |
| 30D | -25.1% | -43.0% | +17.9% | -19.6% |
| 3M | -11.6% | -39.1% | +27.6% | -6.0% |
| 6M | -20.9% | -33.3% | +12.4% | -15.9% |
| YTD | -22.3% | +77.0% | -99.3% | -22.9% |
| 1Y | -32.0% | +73.0% | -105.0% | -32.5% |
| All | -32.0% | +67.0% | -99.0% | -32.5% |
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