-33.3%
TLT vs SIMO
+269.6%
-302.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | +0.2% |
| 7D | -0.4% | +4.2% | -4.7% | -0.4% |
| 30D | -0.6% | +4.1% | -4.7% | -0.6% |
| 3M | -2.7% | -12.9% | +10.1% | -2.7% |
| 6M | -5.6% | +110.3% | -116.0% | -5.3% |
| YTD | -2.8% | +178.6% | -181.4% | -2.5% |
| 1Y | -1.4% | +220.0% | -221.4% | -1.2% |
| 3Y | -1.6% | +409.0% | -410.6% | -1.6% |
| All | -33.3% | +269.6% | -302.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling