+830.8%
VTI vs SIMO
+2,312.3%
-1,481.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.1% |
| 7D | +3.4% | +14.9% | -11.5% | +1.2% |
| 30D | -2.3% | -27.0% | +24.7% | +1.5% |
| 3M | -2.2% | -25.4% | +23.2% | +0.4% |
| 6M | +3.3% | -30.3% | +33.5% | +5.1% |
| YTD | +12.1% | +95.8% | -83.7% | -5.1% |
| 1Y | +12.2% | +100.0% | -87.8% | -5.4% |
| 3Y | +78.0% | +238.3% | -160.2% | +35.7% |
| 5Y | +65.2% | +187.6% | -122.3% | +25.5% |
| 10Y | +292.2% | +422.5% | -130.4% | +161.0% |
| All | +830.8% | +2,312.3% | -1,481.5% | +283.6% |
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