+500.1%
VST vs SIMO
+144.7%
+355.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -14.4% | +8.2% | -2.9% |
| 7D | -19.9% | -31.4% | +11.5% | -13.1% |
| 30D | -29.7% | -45.2% | +15.5% | -20.3% |
| 3M | -19.6% | -36.5% | +16.9% | -12.3% |
| 6M | -29.4% | -34.2% | +4.8% | -24.7% |
| YTD | -29.7% | +69.9% | -99.6% | -43.0% |
| 1Y | -40.0% | +60.4% | -100.5% | -50.6% |
| 3Y | +231.0% | +203.1% | +27.9% | +129.1% |
| 5Y | +500.1% | +145.4% | +354.6% | +319.2% |
| All | +500.1% | +144.7% | +355.4% | +319.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling