+1,110.8%
VUG vs SIMO
+2,080.4%
-969.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | +0.3% |
| 7D | -3.4% | -22.0% | +18.6% | +0.1% |
| 30D | -11.1% | -43.0% | +32.0% | -3.8% |
| 3M | -7.2% | -39.1% | +31.9% | -1.6% |
| 6M | -4.1% | -33.3% | +29.1% | -1.5% |
| YTD | +1.4% | +77.0% | -75.6% | -13.2% |
| 1Y | +1.9% | +73.0% | -71.1% | -12.5% |
| 3Y | +77.7% | +215.7% | -138.0% | +36.1% |
| 5Y | +57.6% | +155.6% | -98.0% | +21.5% |
| 10Y | +398.6% | +388.4% | +10.2% | +235.6% |
| All | +1,110.8% | +2,080.4% | -969.6% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling