+84.4%
SIMO vs SBAC
-2.2%
+86.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.6% |
| 7D | -16.0% | +3.6% | -19.7% | -14.9% |
| 30D | -35.8% | +4.9% | -40.7% | -34.4% |
| 3M | -26.5% | +6.5% | -32.9% | -24.8% |
| 6M | -33.0% | -11.1% | -21.9% | -33.0% |
| YTD | +84.3% | +0.9% | +83.4% | +87.0% |
| All | +84.4% | -2.2% | +86.6% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling