+15.7%
BND vs SIMO
+548.4%
-532.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -0.1% | +14.5% | -14.6% | -0.2% |
| 30D | -0.2% | +20.4% | -20.7% | -0.3% |
| 3M | -0.7% | +7.1% | -7.8% | -0.8% |
| 6M | -1.7% | +129.2% | -130.9% | -2.1% |
| YTD | -0.5% | +201.9% | -202.5% | -1.2% |
| 1Y | +0.4% | +235.5% | -235.1% | -0.4% |
| 3Y | +13.1% | +463.8% | -450.7% | +11.8% |
| 5Y | -2.1% | +306.7% | -308.8% | -3.2% |
| 10Y | +15.7% | +579.5% | -563.7% | +13.9% |
| All | +15.7% | +548.4% | -532.7% | +13.9% |
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