+132.8%
VTR vs SIMO
+462.5%
-329.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.4% |
| 7D | -2.4% | +14.6% | -17.0% | -2.2% |
| 30D | -3.7% | +6.2% | -9.9% | -3.7% |
| 3M | +13.5% | +3.6% | +10.0% | +13.7% |
| 6M | +7.2% | +130.8% | -123.6% | +4.9% |
| YTD | +17.6% | +195.8% | -178.2% | +13.9% |
| 1Y | +35.4% | +225.0% | -189.6% | +30.3% |
| 3Y | +132.8% | +452.3% | -319.5% | +100.5% |
| All | +132.8% | +462.5% | -329.7% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling