+58.6%
VT vs SIMO
+171.3%
-112.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | -0.1% | -16.0% | +15.9% | +1.7% |
| 30D | -3.1% | -35.8% | +32.7% | +1.3% |
| 3M | -3.5% | -26.5% | +23.0% | -1.4% |
| 6M | +0.5% | -33.0% | +33.5% | +2.3% |
| YTD | +10.8% | +84.3% | -73.6% | -4.5% |
| 1Y | +11.9% | +82.0% | -70.1% | -3.5% |
| 3Y | +73.0% | +218.5% | -145.5% | +33.0% |
| 5Y | +58.6% | +175.0% | -116.4% | +20.9% |
| All | +58.6% | +171.3% | -112.7% | +20.9% |
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