+35.2%
VWO vs SIMO
+312.7%
-277.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | +0.2% | +14.5% | -14.3% | -1.5% |
| 30D | +0.9% | +20.4% | -19.5% | -1.6% |
| 3M | +4.3% | +7.1% | -2.9% | +2.1% |
| 6M | +10.5% | +129.2% | -118.7% | -3.4% |
| YTD | +13.4% | +201.9% | -188.6% | -5.6% |
| 1Y | +18.6% | +235.5% | -216.9% | -3.2% |
| 3Y | +65.8% | +463.8% | -398.0% | +23.2% |
| 5Y | +35.2% | +306.7% | -271.5% | +2.4% |
| All | +35.2% | +312.7% | -277.5% | +2.4% |
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 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