+60.5%
VZ vs SIMO
+502.1%
-441.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -0.9% |
| 7D | +0.1% | +4.2% | -4.2% | +0.1% |
| 30D | +7.9% | +4.1% | +3.8% | +7.9% |
| 3M | +13.6% | -12.9% | +26.5% | +13.6% |
| 6M | +1.1% | +110.3% | -109.3% | -1.0% |
| YTD | +29.3% | +178.6% | -149.3% | +25.6% |
| 1Y | +21.2% | +220.0% | -198.8% | +17.1% |
| 3Y | +75.9% | +409.0% | -333.1% | +66.0% |
| 5Y | +24.1% | +277.3% | -253.2% | +17.5% |
| All | +60.5% | +502.1% | -441.6% | +42.1% |
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