+55.2%
HYG vs SIMO
+605.2%
-550.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.3% | -0.4% |
| 7D | -0.7% | +11.0% | -11.7% | -1.2% |
| 30D | -0.7% | +17.9% | -18.6% | -1.6% |
| 3M | -0.2% | +3.9% | -4.1% | -1.0% |
| 6M | +1.4% | +131.0% | -129.6% | -4.5% |
| YTD | +1.5% | +209.3% | -207.9% | -6.5% |
| 1Y | +2.9% | +223.8% | -220.9% | -5.6% |
| 3Y | +25.6% | +479.2% | -453.6% | +9.7% |
| 5Y | +18.6% | +316.0% | -297.5% | +4.5% |
| All | +55.2% | +605.2% | -550.0% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling