+75.5%
BND vs SIMO
+1,053.0%
-977.5%
-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 | -0.6% | +0.9% | -1.5% | -0.6% |
| 30D | +1.6% | -25.4% | +27.0% | +1.5% |
| 3M | -0.5% | -17.8% | +17.3% | -0.5% |
| 6M | -1.1% | -29.6% | +28.5% | -1.1% |
| YTD | -0.7% | +100.3% | -101.0% | -0.5% |
| 1Y | -0.7% | +100.4% | -101.0% | -0.5% |
| 3Y | +14.4% | +246.1% | -231.6% | +14.8% |
| 5Y | -1.1% | +189.8% | -190.9% | -0.8% |
| 10Y | +17.9% | +434.6% | -416.7% | +18.7% |
| All | +75.5% | +1,053.0% | -977.5% | +76.2% |
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