+303.4%
VWO vs SIMO
+2,177.2%
-1,873.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.9% |
| 7D | +2.0% | +4.1% | -2.1% | +1.1% |
| 30D | -4.3% | -24.0% | +19.7% | -0.3% |
| 3M | -6.4% | -31.8% | +25.4% | -1.7% |
| 6M | -5.6% | -36.9% | +31.2% | -1.6% |
| YTD | +5.2% | +84.8% | -79.6% | -13.8% |
| 1Y | +5.2% | +99.0% | -93.8% | -15.2% |
| 3Y | +55.5% | +217.9% | -162.4% | +11.1% |
| 5Y | +25.6% | +171.5% | -145.9% | -11.2% |
| 10Y | +110.8% | +393.3% | -282.5% | +23.9% |
| All | +303.4% | +2,177.2% | -1,873.9% | +18.9% |
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