+384.8%
SIMO vs SBAC
+93.8%
+291.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.4% |
| 7D | -22.0% | +1.2% | -23.2% | -22.2% |
| 30D | -43.0% | +11.2% | -54.2% | -44.0% |
| 3M | -39.1% | +4.5% | -43.6% | -39.7% |
| 6M | -33.3% | -12.2% | -21.1% | -32.3% |
| YTD | +77.0% | -0.1% | +77.1% | +74.0% |
| 1Y | +73.0% | -0.3% | +73.3% | +70.1% |
| 3Y | +215.7% | -8.7% | +224.4% | +209.2% |
| 5Y | +155.6% | -40.2% | +195.8% | +175.3% |
| All | +384.8% | +93.8% | +291.0% | +248.8% |
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