+380.6%
VZ vs SIMO
+3,332.4%
-2,951.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.3% |
| 7D | +0.1% | +4.2% | -4.2% | -0.2% |
| 30D | +7.9% | +4.1% | +3.8% | +7.5% |
| 3M | +13.6% | -12.9% | +26.5% | +13.5% |
| 6M | +1.1% | +110.3% | -109.3% | -4.9% |
| YTD | +29.3% | +178.6% | -149.3% | +19.2% |
| 1Y | +21.2% | +220.0% | -198.8% | +10.5% |
| 3Y | +75.9% | +409.0% | -333.1% | +53.6% |
| 5Y | +24.1% | +277.3% | -253.2% | +8.9% |
| 10Y | +62.4% | +506.6% | -444.2% | +33.5% |
| All | +380.6% | +3,332.4% | -2,951.7% | +183.5% |
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