+111.6%
VWO vs SIMO
+557.5%
-445.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.8% |
| 7D | -1.7% | +12.5% | -14.3% | -3.6% |
| 30D | -0.3% | +18.4% | -18.7% | -3.3% |
| 3M | +4.0% | +5.6% | -1.6% | +1.3% |
| 6M | +8.1% | +116.9% | -108.8% | -8.7% |
| YTD | +11.6% | +188.4% | -176.8% | -11.2% |
| 1Y | +16.2% | +221.3% | -205.0% | -9.8% |
| 3Y | +63.3% | +438.6% | -375.3% | +12.3% |
| 5Y | +33.4% | +287.9% | -254.5% | -6.2% |
| All | +111.6% | +557.5% | -445.9% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling