+147.0%
VXUS vs SIMO
+514.4%
-367.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.7% |
| 7D | +1.0% | +4.2% | -3.2% | +0.4% |
| 30D | +2.2% | +4.1% | -1.9% | +1.1% |
| 3M | +3.0% | -12.9% | +15.8% | +3.4% |
| 6M | +10.7% | +110.3% | -99.7% | -4.6% |
| YTD | +17.8% | +178.6% | -160.7% | -3.7% |
| 1Y | +27.6% | +220.0% | -192.4% | +1.3% |
| 3Y | +73.3% | +409.0% | -335.7% | +24.6% |
| 5Y | +54.3% | +277.3% | -223.0% | +12.7% |
| All | +147.0% | +514.4% | -367.4% | +56.6% |
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