+12.5%
VTRS vs SIMO
+3,332.4%
-3,319.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.5% |
| 7D | +3.3% | +4.2% | -0.9% | +2.7% |
| 30D | -3.6% | +4.1% | -7.7% | -4.7% |
| 3M | +7.0% | -12.9% | +19.8% | +6.7% |
| 6M | +17.5% | +110.3% | -92.9% | +1.1% |
| YTD | +38.8% | +178.6% | -139.8% | +14.2% |
| 1Y | +69.2% | +220.0% | -150.8% | +35.9% |
| 3Y | +77.5% | +409.0% | -331.6% | +30.7% |
| 5Y | +39.9% | +277.3% | -237.4% | +4.4% |
| 10Y | -47.1% | +506.6% | -553.7% | -65.0% |
| All | +12.5% | +3,332.4% | -3,319.9% | -52.8% |
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