+53.4%
VT vs SIMO
+144.7%
-91.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.4% | +10.3% | -2.4% |
| 7D | -4.2% | -31.4% | +27.2% | -0.3% |
| 30D | -5.8% | -45.2% | +39.4% | +0.2% |
| 3M | -5.2% | -36.5% | +31.3% | -1.6% |
| 6M | +0.1% | -34.2% | +34.3% | +2.1% |
| YTD | +8.2% | +69.9% | -61.7% | -5.9% |
| 1Y | +10.1% | +60.4% | -50.3% | -3.4% |
| 3Y | +69.7% | +203.1% | -133.5% | +31.1% |
| 5Y | +53.4% | +145.4% | -92.1% | +18.0% |
| All | +53.4% | +144.7% | -91.3% | +18.0% |
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