+170.0%
SIMO vs SBAC
-39.6%
+209.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.6% |
| 7D | +4.1% | +0.6% | +3.5% | +4.1% |
| 30D | -24.0% | +5.5% | -29.4% | -23.9% |
| 3M | -31.8% | +3.1% | -34.8% | -31.7% |
| 6M | -36.9% | -7.0% | -29.9% | -36.6% |
| YTD | +84.8% | +0.5% | +84.3% | +84.1% |
| 1Y | +99.0% | +0.2% | +98.8% | +98.2% |
| 3Y | +217.9% | -7.4% | +225.3% | +214.2% |
| All | +170.0% | -39.6% | +209.6% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling