+57.3%
VUG vs SIMO
+154.7%
-97.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | +0.3% |
| 7D | -3.4% | -22.0% | +18.6% | 0.0% |
| 30D | -11.1% | -43.0% | +32.0% | -3.9% |
| 3M | -7.2% | -39.1% | +31.9% | -1.6% |
| 6M | -4.1% | -33.3% | +29.1% | -1.8% |
| YTD | +1.4% | +77.0% | -75.6% | -17.0% |
| 1Y | +1.9% | +73.0% | -71.1% | -16.3% |
| 3Y | +77.7% | +215.7% | -138.0% | +24.0% |
| All | +57.3% | +154.7% | -97.3% | +11.8% |
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