+622.8%
VTV vs SIMO
+2,312.3%
-1,689.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.2% |
| 7D | +2.3% | +14.9% | -12.6% | +0.5% |
| 30D | +3.8% | -27.0% | +30.8% | +7.1% |
| 3M | +1.7% | -25.4% | +27.1% | +3.8% |
| 6M | +10.9% | -30.3% | +41.2% | +12.3% |
| YTD | +21.7% | +95.8% | -74.0% | +5.0% |
| 1Y | +23.4% | +100.0% | -76.7% | +6.0% |
| 3Y | +78.0% | +238.3% | -160.3% | +39.3% |
| 5Y | +77.4% | +187.6% | -110.2% | +37.9% |
| 10Y | +230.4% | +422.5% | -192.1% | +126.0% |
| All | +622.8% | +2,312.3% | -1,689.5% | +207.7% |
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 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