+2.7%
VUG vs SIMO
+80.3%
-77.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.3% |
| 7D | +0.5% | -8.5% | +9.0% | +1.1% |
| 30D | -8.2% | -34.8% | +26.6% | -5.6% |
| 3M | -5.4% | -32.8% | +27.4% | -3.3% |
| 6M | -2.5% | -32.0% | +29.5% | -1.0% |
| YTD | +4.2% | +87.0% | -82.8% | -5.5% |
| All | +2.7% | +80.3% | -77.6% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling