+18.6%
HYG vs SIMO
+287.2%
-268.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.3% |
| 7D | -0.7% | +12.5% | -13.3% | -1.2% |
| 30D | -0.6% | +18.4% | -19.0% | -1.3% |
| 3M | +0.4% | +5.6% | -5.2% | -0.2% |
| 6M | +1.2% | +116.9% | -115.7% | -3.2% |
| YTD | +1.5% | +188.4% | -186.9% | -4.8% |
| 1Y | +3.2% | +221.3% | -218.1% | -4.0% |
| 3Y | +25.9% | +438.6% | -412.7% | +12.4% |
| 5Y | +18.6% | +287.9% | -269.3% | +6.7% |
| All | +18.6% | +287.2% | -268.6% | +6.7% |
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