-1.5%
BND vs SIMO
+297.1%
-298.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| YTD | -0.3% | +195.8% | -196.1% | -1.0% |
| 1Y | +0.4% | +225.0% | -224.6% | -0.4% |
| 3Y | +13.4% | +452.3% | -438.9% | +11.8% |
| 5Y | -1.5% | +303.6% | -305.1% | -3.1% |
| All | -1.5% | +297.1% | -298.6% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling