+45.2%
COO vs SBAC
+76.8%
-31.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -8.8% | +3.2% | -12.1% | -9.9% |
| 3M | +1.3% | -5.1% | +6.4% | +2.7% |
| 6M | -11.6% | -2.1% | -9.5% | -12.3% |
| YTD | -17.4% | -0.5% | -16.9% | -18.9% |
| 1Y | -1.6% | +1.1% | -2.7% | -4.2% |
| 3Y | -22.6% | -7.4% | -15.2% | -23.9% |
| 5Y | -40.3% | -44.3% | +4.0% | -29.1% |
| 10Y | +45.2% | +77.6% | -32.4% | +16.6% |
| All | +45.2% | +76.8% | -31.6% | +16.6% |
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