+55.5%
VWO vs SIMO
+221.6%
-166.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.5% |
| 7D | +2.0% | +4.1% | -2.1% | +1.5% |
| 30D | -4.3% | -24.0% | +19.7% | -1.9% |
| 3M | -6.4% | -31.8% | +25.4% | -3.5% |
| 6M | -5.6% | -36.9% | +31.2% | -3.0% |
| YTD | +5.2% | +84.8% | -79.6% | -9.5% |
| 1Y | +5.2% | +99.0% | -93.8% | -10.9% |
| 3Y | +55.5% | +217.9% | -162.4% | +14.2% |
| All | +55.5% | +221.6% | -166.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling