+70.6%
VZ vs SIMO
+395.4%
-324.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.5% |
| 7D | +2.4% | -16.0% | +18.4% | +2.3% |
| 30D | +11.2% | -35.8% | +46.9% | +11.0% |
| 3M | 0.0% | -26.5% | +26.5% | -0.2% |
| 6M | +1.3% | -33.0% | +34.3% | +0.8% |
| YTD | +21.3% | +84.3% | -63.1% | +17.8% |
| 1Y | +23.9% | +82.0% | -58.0% | +20.4% |
| 3Y | +57.7% | +218.5% | -160.8% | +49.4% |
| 5Y | +21.2% | +175.0% | -153.8% | +14.2% |
| 10Y | +70.6% | +407.5% | -336.9% | +47.4% |
| All | +70.6% | +395.4% | -324.8% | +47.4% |
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