+24.1%
HYG vs SIMO
+221.6%
-197.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.1% |
| 7D | -0.4% | +4.1% | -4.5% | -0.5% |
| 30D | +0.7% | -24.0% | +24.7% | +1.1% |
| 3M | -2.1% | -31.8% | +29.7% | -1.6% |
| 6M | -0.8% | -36.9% | +36.1% | -0.4% |
| YTD | +0.3% | +84.8% | -84.6% | -3.7% |
| 1Y | +1.8% | +99.0% | -97.2% | -2.7% |
| 3Y | +24.1% | +217.9% | -193.8% | +14.0% |
| All | +24.1% | +221.6% | -197.5% | +14.0% |
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