+69.5%
TLT vs SIMO
+3,332.4%
-3,262.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | +0.5% |
| 7D | -0.4% | +4.2% | -4.7% | -0.2% |
| 30D | -0.6% | +4.1% | -4.7% | -0.3% |
| 3M | -2.7% | -12.9% | +10.1% | -2.8% |
| 6M | -5.6% | +110.3% | -116.0% | -1.6% |
| YTD | -2.8% | +178.6% | -181.4% | +2.8% |
| 1Y | -1.4% | +220.0% | -221.4% | +5.0% |
| 3Y | -1.6% | +409.0% | -410.6% | +7.8% |
| 5Y | -33.8% | +277.3% | -311.1% | -27.9% |
| 10Y | -21.1% | +506.6% | -527.8% | -9.9% |
| All | +69.5% | +3,332.4% | -3,262.8% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling