+15.1%
BND vs SIMO
+230.1%
-215.0%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | +0.1% |
| 7D | +0.4% | -8.2% | +8.6% | +0.4% |
| 30D | +2.0% | -34.6% | +36.6% | +2.0% |
| 3M | -0.4% | -32.6% | +32.3% | -0.4% |
| 6M | -0.9% | -31.8% | +30.9% | -0.9% |
| YTD | -0.3% | +87.6% | -87.9% | -0.3% |
| 1Y | 0.0% | +86.7% | -86.7% | 0.0% |
| 3Y | +15.1% | +227.4% | -212.4% | +14.8% |
| All | +15.1% | +230.1% | -215.0% | +14.8% |
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