-5.2%
LQD vs SIMO
+312.7%
-317.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.2% |
| 7D | 0.0% | +14.5% | -14.5% | -0.3% |
| 30D | -0.2% | +20.4% | -20.6% | -0.6% |
| 3M | -1.7% | +7.1% | -8.8% | -2.0% |
| 6M | -2.7% | +129.2% | -131.9% | -4.8% |
| YTD | -1.4% | +201.9% | -203.4% | -4.4% |
| 1Y | -1.0% | +235.5% | -236.5% | -4.4% |
| 3Y | +15.1% | +463.8% | -448.8% | +8.7% |
| 5Y | -5.2% | +306.7% | -311.9% | -10.6% |
| All | -5.2% | +312.7% | -317.9% | -10.6% |
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