+228.7%
VTV vs SIMO
+605.2%
-376.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.5% | -0.1% |
| 7D | -1.1% | +11.0% | -12.1% | -2.3% |
| 30D | -1.0% | +17.9% | -18.9% | -3.1% |
| 3M | +4.6% | +3.9% | +0.7% | +2.7% |
| 6M | +13.5% | +131.0% | -117.5% | -1.2% |
| YTD | +18.5% | +209.3% | -190.8% | -1.8% |
| 1Y | +22.9% | +223.8% | -200.9% | +0.8% |
| 3Y | +67.8% | +479.2% | -411.4% | +23.5% |
| 5Y | +81.8% | +316.0% | -234.2% | +36.2% |
| All | +228.7% | +605.2% | -376.5% | +105.7% |
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