+624.2%
VTV vs SIMO
+2,177.2%
-1,553.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.9% |
| 7D | +2.9% | +4.1% | -1.2% | +2.3% |
| 30D | +3.8% | -24.0% | +27.8% | +6.6% |
| 3M | +1.6% | -31.8% | +33.3% | +4.8% |
| 6M | +11.2% | -36.9% | +48.1% | +14.0% |
| YTD | +22.0% | +84.8% | -62.8% | +6.0% |
| 1Y | +24.9% | +99.0% | -74.1% | +7.3% |
| 3Y | +78.5% | +217.9% | -139.5% | +40.7% |
| 5Y | +77.8% | +171.5% | -93.7% | +39.2% |
| 10Y | +231.1% | +393.3% | -162.2% | +128.1% |
| All | +624.2% | +2,177.2% | -1,553.0% | +210.5% |
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