+65.5%
VZ vs SIMO
+379.7%
-314.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -0.9% |
| 7D | +2.1% | -22.0% | +24.1% | +2.0% |
| 30D | +1.4% | -43.0% | +44.4% | +1.2% |
| 3M | -1.3% | -39.1% | +37.9% | -1.5% |
| 6M | -0.5% | -33.3% | +32.8% | -1.1% |
| YTD | +19.6% | +77.0% | -57.3% | +16.2% |
| 1Y | +22.4% | +73.0% | -50.6% | +18.9% |
| 3Y | +55.9% | +215.7% | -159.8% | +47.3% |
| 5Y | +20.4% | +155.6% | -135.2% | +13.6% |
| All | +65.5% | +379.7% | -314.1% | +42.3% |
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 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