-12.5%
TLT vs SIMO
+434.7%
-447.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | +0.2% |
| 7D | +0.3% | -8.5% | +8.7% | +0.1% |
| 30D | +5.1% | -34.8% | +39.9% | +4.4% |
| 3M | -0.2% | -32.8% | +32.7% | -0.7% |
| 6M | -2.9% | -32.0% | +29.1% | -3.2% |
| YTD | -2.7% | +87.0% | -89.7% | -0.3% |
| 1Y | -4.6% | +86.1% | -90.7% | -2.2% |
| 3Y | +6.1% | +226.4% | -220.3% | +10.7% |
| 5Y | -35.1% | +172.1% | -207.3% | -32.3% |
| 10Y | -12.5% | +408.0% | -420.5% | -3.7% |
| All | -12.5% | +434.7% | -447.2% | -3.7% |
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 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