-20.7%
TLT vs SIMO
+515.6%
-536.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | +0.1% |
| 7D | +0.4% | +14.6% | -14.2% | +0.7% |
| 30D | -0.3% | +6.2% | -6.5% | -0.1% |
| 3M | -1.7% | +3.6% | -5.3% | -1.5% |
| 6M | -4.9% | +130.8% | -135.7% | -2.6% |
| YTD | -2.8% | +195.8% | -198.6% | +0.3% |
| 1Y | -4.2% | +225.0% | -229.2% | -0.9% |
| 3Y | -1.1% | +452.3% | -453.4% | +4.1% |
| 5Y | -33.7% | +303.6% | -337.3% | -30.6% |
| 10Y | -20.7% | +528.8% | -549.5% | -11.2% |
| All | -20.7% | +515.6% | -536.3% | -11.2% |
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