+62.5%
VUG vs SIMO
+170.3%
-107.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.1% |
| 7D | +2.5% | +4.1% | -1.6% | +1.8% |
| 30D | -6.3% | -24.0% | +17.7% | -2.9% |
| 3M | -6.0% | -31.8% | +25.7% | -2.0% |
| 6M | -3.5% | -36.9% | +33.3% | -0.1% |
| YTD | +3.9% | +84.8% | -80.9% | -15.6% |
| 1Y | +5.1% | +99.0% | -93.9% | -16.2% |
| 3Y | +77.9% | +217.9% | -140.1% | +23.9% |
| All | +62.5% | +170.3% | -107.8% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling