+25.5%
LQD vs SIMO
+423.7%
-398.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -1.5% | +14.9% | -16.4% | -1.8% |
| 30D | +0.9% | -27.0% | +27.9% | +1.4% |
| 3M | -1.7% | -25.4% | +23.7% | -1.4% |
| 6M | -2.8% | -30.3% | +27.5% | -2.6% |
| YTD | -2.8% | +95.8% | -98.5% | -5.3% |
| 1Y | -2.8% | +100.0% | -102.8% | -5.5% |
| 3Y | +15.5% | +238.3% | -222.8% | +10.0% |
| 5Y | -4.9% | +187.6% | -192.5% | -9.6% |
| All | +25.5% | +423.7% | -398.2% | +16.3% |
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