+407.5%
SIMO vs SBAC
+103.9%
+303.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -16.0% | +3.6% | -19.7% | -16.5% |
| 30D | -35.8% | +4.9% | -40.7% | -36.3% |
| 3M | -26.5% | +6.5% | -32.9% | -27.3% |
| 6M | -33.0% | -11.1% | -21.9% | -32.2% |
| YTD | +84.3% | +0.9% | +83.4% | +81.0% |
| 1Y | +82.0% | -1.6% | +83.5% | +79.6% |
| 3Y | +218.5% | -7.0% | +225.5% | +210.7% |
| 5Y | +175.0% | -39.2% | +214.3% | +195.6% |
| 10Y | +407.5% | +111.4% | +296.1% | +241.6% |
| All | +407.5% | +103.9% | +303.6% | +241.6% |
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