-50.0%
VTRS vs SIMO
+605.2%
-655.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.5% | 0.0% |
| 7D | -2.2% | +11.0% | -13.2% | -3.4% |
| 30D | +3.3% | +17.9% | -14.6% | +1.1% |
| 3M | +2.0% | +3.9% | -1.9% | -0.3% |
| 6M | +19.9% | +131.0% | -111.1% | +2.3% |
| YTD | +35.7% | +209.3% | -173.6% | +10.3% |
| 1Y | +68.1% | +223.8% | -155.7% | +35.2% |
| 3Y | +87.1% | +479.2% | -392.1% | +34.7% |
| 5Y | +47.6% | +316.0% | -268.4% | +8.2% |
| All | -50.0% | +605.2% | -655.1% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling