+223.0%
VT vs SIMO
+502.1%
-279.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.3% |
| 7D | +0.4% | +4.2% | -3.8% | -0.3% |
| 30D | +1.0% | +4.1% | -3.1% | -0.2% |
| 3M | +2.4% | -12.9% | +15.3% | +2.7% |
| 6M | +12.0% | +110.3% | -98.3% | -5.0% |
| YTD | +15.3% | +178.6% | -163.2% | -7.9% |
| 1Y | +22.6% | +220.0% | -197.4% | -5.2% |
| 3Y | +74.7% | +409.0% | -334.4% | +21.1% |
| 5Y | +66.1% | +277.3% | -211.2% | +17.4% |
| All | +223.0% | +502.1% | -279.1% | +90.1% |
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