+568.8%
VTR vs SIMO
+3,332.4%
-2,763.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.2% |
| 7D | -1.7% | +4.2% | -5.9% | -2.3% |
| 30D | -2.4% | +4.1% | -6.5% | -3.4% |
| 3M | +14.8% | -12.9% | +27.7% | +14.4% |
| 6M | +5.3% | +110.3% | -105.0% | -9.9% |
| YTD | +18.1% | +178.6% | -160.5% | -4.1% |
| 1Y | +36.7% | +220.0% | -183.3% | +8.0% |
| 3Y | +130.1% | +409.0% | -279.0% | +64.3% |
| 5Y | +89.5% | +277.3% | -187.8% | +37.3% |
| 10Y | +87.4% | +506.6% | -419.2% | +19.1% |
| All | +568.8% | +3,332.4% | -2,763.5% | +108.8% |
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