+962.7%
VST vs SIMO
+352.3%
+610.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.6% | -4.2% | -11.9% |
| 7D | -15.7% | -16.9% | +1.2% | -12.5% |
| 30D | -17.0% | -35.4% | +18.4% | -9.6% |
| 3M | -15.9% | -31.9% | +16.0% | -10.3% |
| 6M | -25.0% | -19.3% | -5.7% | -23.5% |
| YTD | -25.1% | +98.5% | -123.6% | -39.2% |
| 1Y | -34.9% | +100.5% | -135.4% | -47.3% |
| 3Y | +252.7% | +254.1% | -1.4% | +151.4% |
| 5Y | +582.3% | +187.4% | +394.9% | +386.2% |
| 10Y | +1,076.6% | +447.7% | +628.9% | +605.7% |
| All | +962.7% | +352.3% | +610.4% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling