+846.1%
VTI vs SIMO
+3,332.4%
-2,486.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -1.6% |
| 7D | +0.1% | +4.2% | -4.1% | -0.6% |
| 30D | 0.0% | +4.1% | -4.1% | -1.1% |
| 3M | +2.0% | -12.9% | +14.9% | +2.2% |
| 6M | +13.0% | +110.3% | -97.4% | -3.0% |
| YTD | +13.9% | +178.6% | -164.6% | -7.1% |
| 1Y | +20.0% | +220.0% | -200.0% | -4.6% |
| 3Y | +75.8% | +409.0% | -333.2% | +27.9% |
| 5Y | +73.8% | +277.3% | -203.5% | +28.7% |
| 10Y | +297.5% | +506.6% | -209.1% | +161.3% |
| All | +846.1% | +3,332.4% | -2,486.2% | +275.5% |
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