+13.8%
AGG vs SIMO
+240.7%
-226.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.7% |
| 7D | -1.4% | +14.9% | -16.3% | -1.4% |
| 30D | +0.9% | -27.0% | +27.9% | +0.9% |
| 3M | -1.2% | -25.4% | +24.1% | -1.3% |
| 6M | -1.4% | -30.3% | +28.8% | -1.4% |
| YTD | -1.4% | +95.8% | -97.2% | -1.4% |
| 1Y | -1.3% | +100.0% | -101.3% | -1.3% |
| All | +13.8% | +240.7% | -226.9% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling