-4.6%
TLT vs SIMO
+80.3%
-84.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | +0.1% |
| 7D | +0.3% | -8.5% | +8.7% | +0.2% |
| 30D | +5.1% | -34.8% | +39.9% | +4.9% |
| 3M | -0.2% | -32.8% | +32.7% | -0.4% |
| 6M | -2.9% | -32.0% | +29.1% | -3.0% |
| YTD | -2.7% | +87.0% | -89.7% | -2.7% |
| All | -4.6% | +80.3% | -84.9% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling