+14.1%
VUG vs SIMO
+235.9%
-221.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -0.8% |
| 7D | +0.9% | +14.6% | -13.7% | -0.3% |
| 30D | -1.4% | +6.2% | -7.6% | -2.1% |
| 3M | +2.3% | +3.6% | -1.2% | +1.2% |
| 6M | +15.7% | +130.8% | -115.1% | +4.4% |
| YTD | +8.6% | +195.8% | -187.1% | -6.9% |
| 1Y | +14.1% | +225.0% | -211.0% | -4.2% |
| All | +14.1% | +235.9% | -221.8% | -4.2% |
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