+270.1%
SIMO vs SBAC
-43.7%
+313.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +8.7% |
| 7D | +4.2% | -0.8% | +5.0% | +4.2% |
| 30D | +4.1% | +6.9% | -2.8% | +4.0% |
| 3M | -12.9% | -8.2% | -4.6% | -12.5% |
| 6M | +110.3% | -1.6% | +112.0% | +109.8% |
| YTD | +178.6% | -0.1% | +178.7% | +177.2% |
| 1Y | +220.0% | -0.5% | +220.5% | +218.4% |
| 3Y | +409.0% | -9.1% | +418.1% | +403.5% |
| All | +270.1% | -43.7% | +313.8% | +289.1% |
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