+338.7%
VWO vs SIMO
+3,332.4%
-2,993.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -0.9% |
| 7D | +1.1% | +4.2% | -3.2% | +0.2% |
| 30D | +2.4% | +4.1% | -1.7% | +0.9% |
| 3M | +2.0% | -12.9% | +14.9% | +2.4% |
| 6M | +10.7% | +110.3% | -99.7% | -8.7% |
| YTD | +14.4% | +178.6% | -164.2% | -11.6% |
| 1Y | +22.7% | +220.0% | -197.3% | -8.2% |
| 3Y | +64.2% | +409.0% | -344.8% | +9.2% |
| 5Y | +35.8% | +277.3% | -241.6% | -8.1% |
| 10Y | +114.7% | +506.6% | -391.9% | +23.5% |
| All | +338.7% | +3,332.4% | -2,993.6% | +22.0% |
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 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