+568.2%
VTR vs SIMO
+2,312.3%
-1,744.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +0.7% | +14.9% | -14.2% | -1.2% |
| 30D | +6.9% | -27.0% | +33.9% | +10.3% |
| 3M | +1.3% | -25.4% | +26.7% | +3.2% |
| 6M | +2.5% | -30.3% | +32.7% | +2.9% |
| YTD | +18.0% | +95.8% | -77.8% | -1.2% |
| 1Y | +19.5% | +100.0% | -80.6% | -0.5% |
| 3Y | +130.2% | +238.3% | -108.1% | +71.1% |
| 5Y | +93.8% | +187.6% | -93.7% | +43.0% |
| 10Y | +131.5% | +422.5% | -291.1% | +47.2% |
| All | +568.2% | +2,312.3% | -1,744.1% | +115.0% |
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