+408.0%
SIMO vs SBAC
+97.3%
+310.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | -8.5% | +3.0% | -11.4% | -8.9% |
| 30D | -34.8% | +4.3% | -39.1% | -35.3% |
| 3M | -32.8% | +4.1% | -37.0% | -33.4% |
| 6M | -32.0% | -11.6% | -20.4% | -31.1% |
| YTD | +87.0% | +0.4% | +86.7% | +83.8% |
| 1Y | +86.1% | -1.1% | +87.2% | +83.4% |
| 3Y | +226.4% | -7.3% | +233.7% | +218.4% |
| 5Y | +172.1% | -40.8% | +212.9% | +194.5% |
| 10Y | +408.0% | +103.0% | +305.1% | +245.0% |
| All | +408.0% | +97.3% | +310.8% | +245.0% |
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