+528.8%
SIMO vs SBAC
+76.8%
+452.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +14.6% | -0.1% | +14.7% | +14.6% |
| 30D | +6.2% | +3.2% | +3.0% | +5.7% |
| 3M | +3.6% | -5.1% | +8.6% | +4.1% |
| 6M | +130.8% | -2.1% | +132.9% | +128.7% |
| YTD | +195.8% | -0.5% | +196.3% | +191.4% |
| 1Y | +225.0% | +1.1% | +223.9% | +218.9% |
| 3Y | +452.3% | -7.4% | +459.7% | +438.1% |
| 5Y | +303.6% | -44.3% | +347.9% | +344.5% |
| 10Y | +528.8% | +77.6% | +451.2% | +368.5% |
| All | +528.8% | +76.8% | +452.0% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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