+127.4%
VTR vs SIMO
+221.6%
-94.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -1.0% |
| 7D | +0.2% | +4.1% | -3.9% | +0.3% |
| 30D | +5.5% | -24.0% | +29.4% | +4.9% |
| 3M | -0.9% | -31.8% | +30.8% | -1.5% |
| 6M | -0.4% | -36.9% | +36.5% | -1.1% |
| YTD | +17.0% | +84.8% | -67.8% | +13.1% |
| 1Y | +18.0% | +99.0% | -81.0% | +13.7% |
| 3Y | +127.4% | +217.9% | -90.6% | +95.3% |
| All | +127.4% | +221.6% | -94.2% | +95.3% |
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