+76.4%
BND vs SIMO
+1,503.5%
-1,427.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | 0.0% |
| 7D | -0.1% | +4.2% | -4.4% | -0.1% |
| 30D | -0.4% | +4.1% | -4.4% | -0.3% |
| 3M | -0.6% | -12.9% | +12.2% | -0.6% |
| 6M | -1.4% | +110.3% | -111.8% | -1.3% |
| YTD | -0.2% | +178.6% | -178.8% | 0.0% |
| 1Y | +1.3% | +220.0% | -218.7% | +1.5% |
| 3Y | +13.2% | +409.0% | -395.9% | +13.5% |
| 5Y | -1.6% | +277.3% | -278.9% | -1.3% |
| 10Y | +15.5% | +506.6% | -491.1% | +16.2% |
| All | +76.4% | +1,503.5% | -1,427.1% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling