-4.6%
LQD vs SIMO
+195.0%
-199.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | 0.0% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +1.3% | -25.4% | +26.7% | +1.7% |
| 3M | -1.1% | -17.8% | +16.7% | -1.0% |
| 6M | -2.6% | -29.6% | +26.9% | -2.5% |
| YTD | -2.3% | +100.3% | -102.6% | -4.8% |
| 1Y | -2.4% | +100.4% | -102.8% | -4.9% |
| 3Y | +16.0% | +246.1% | -230.0% | +10.5% |
| 5Y | -4.6% | +189.8% | -194.4% | -9.2% |
| All | -4.6% | +195.0% | -199.6% | -9.2% |
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