+76.5%
VUG vs SIMO
+269.6%
-193.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -1.8% |
| 7D | -0.1% | +4.2% | -4.3% | -0.8% |
| 30D | -0.3% | +4.1% | -4.4% | -1.5% |
| 3M | -0.7% | -12.9% | +12.2% | -0.3% |
| 6M | +14.6% | +110.3% | -95.7% | -4.7% |
| YTD | +9.0% | +178.6% | -169.6% | -15.8% |
| 1Y | +14.9% | +220.0% | -205.1% | -14.6% |
| 3Y | +86.0% | +409.0% | -323.0% | +21.8% |
| All | +76.5% | +269.6% | -193.1% | +23.0% |
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