+183.8%
VXUS vs SIMO
+6,923.8%
-6,739.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| YTD | +17.8% | +178.6% | -160.7% | -3.0% |
| 1Y | +27.6% | +220.0% | -192.4% | +2.4% |
| 3Y | +73.3% | +409.0% | -335.7% | +27.1% |
| 5Y | +54.3% | +277.3% | -223.0% | +14.9% |
| 10Y | +149.8% | +506.6% | -356.8% | +63.8% |
| All | +183.8% | +6,923.8% | -6,739.9% | +25.3% |
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