-24.2%
COO vs SBAC
-6.5%
-17.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +0.5% | +0.6% | -0.2% | +0.3% |
| 30D | +14.2% | +5.5% | +8.7% | +12.9% |
| 3M | -18.2% | +3.1% | -21.3% | -18.7% |
| 6M | +5.3% | -7.0% | +12.4% | +6.6% |
| YTD | -23.6% | +0.5% | -24.1% | -23.9% |
| 1Y | -12.7% | +0.2% | -12.9% | -13.0% |
| 3Y | -24.2% | -7.4% | -16.8% | -23.0% |
| All | -24.2% | -6.5% | -17.7% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling