-3.1%
LQD vs SIMO
-35.7%
+32.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.2% |
| 7D | -1.6% | +4.1% | -5.8% | -1.6% |
| 30D | +0.5% | -24.0% | +24.5% | +0.5% |
| 3M | -2.3% | -31.8% | +29.5% | -2.3% |
| 6M | -3.1% | -36.9% | +33.8% | -3.2% |
| All | -3.1% | -35.7% | +32.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling