-39.8%
COO vs SBAC
-39.6%
-0.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +0.5% | +0.6% | -0.2% | +0.3% |
| 30D | +14.2% | +5.5% | +8.7% | +12.2% |
| 3M | -18.2% | +3.1% | -21.3% | -19.1% |
| 6M | +5.3% | -7.0% | +12.4% | +7.2% |
| YTD | -23.6% | +0.5% | -24.1% | -25.0% |
| 1Y | -12.7% | +0.2% | -12.9% | -14.3% |
| 3Y | -24.2% | -7.4% | -16.8% | -25.0% |
| All | -39.8% | -39.6% | -0.2% | -26.9% |
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