+68.9%
TLT vs SIMO
+2,080.4%
-2,011.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | +0.2% |
| 7D | +0.1% | -22.0% | +22.1% | -0.8% |
| 30D | +6.2% | -43.0% | +49.2% | +4.1% |
| 3M | -0.3% | -39.1% | +38.8% | -1.8% |
| 6M | -3.4% | -33.3% | +29.9% | -4.0% |
| YTD | -3.1% | +77.0% | -80.1% | +1.0% |
| 1Y | -5.2% | +73.0% | -78.2% | -1.3% |
| 3Y | +6.5% | +215.7% | -209.2% | +14.8% |
| 5Y | -34.7% | +155.6% | -190.4% | -29.7% |
| 10Y | -17.6% | +388.4% | -406.0% | -6.2% |
| All | +68.9% | +2,080.4% | -2,011.5% | +125.0% |
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