+13.4%
BND vs SIMO
+462.5%
-449.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.1% |
| 7D | +0.1% | +14.6% | -14.5% | +0.1% |
| 30D | -0.4% | +6.2% | -6.6% | -0.4% |
| 3M | -0.2% | +3.6% | -3.8% | -0.3% |
| 6M | -1.2% | +130.8% | -132.0% | -1.2% |
| YTD | -0.3% | +195.8% | -196.1% | -0.5% |
| 1Y | +0.4% | +225.0% | -224.6% | +0.2% |
| 3Y | +13.4% | +452.3% | -438.9% | +10.7% |
| All | +13.4% | +462.5% | -449.1% | +10.7% |
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