+165.8%
VXUS vs SIMO
+4,547.9%
-4,382.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | +0.5% | -16.0% | +16.5% | +2.7% |
| 30D | -2.5% | -35.8% | +33.2% | +2.8% |
| 3M | -4.6% | -26.5% | +21.8% | -2.0% |
| 6M | -2.6% | -33.0% | +30.4% | -0.2% |
| YTD | +10.4% | +84.3% | -74.0% | -4.9% |
| 1Y | +12.9% | +82.0% | -69.1% | -2.7% |
| 3Y | +68.4% | +218.5% | -150.1% | +30.4% |
| 5Y | +47.7% | +175.0% | -127.4% | +13.4% |
| 10Y | +142.2% | +407.5% | -265.3% | +61.2% |
| All | +165.8% | +4,547.9% | -4,382.1% | +22.8% |
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