-16.6%
TLT vs SIMO
+379.7%
-396.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | +0.1% |
| 7D | +0.1% | -22.0% | +22.1% | -0.3% |
| 30D | +6.2% | -43.0% | +49.2% | +5.2% |
| 3M | +0.1% | -39.1% | +39.2% | -0.7% |
| 6M | -3.0% | -33.3% | +30.3% | -3.3% |
| YTD | -2.7% | +77.0% | -79.7% | -0.4% |
| 1Y | -4.8% | +73.0% | -77.9% | -2.6% |
| 3Y | +6.9% | +215.7% | -208.8% | +11.6% |
| 5Y | -34.5% | +155.6% | -190.1% | -31.6% |
| All | -16.6% | +379.7% | -396.3% | -8.2% |
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 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