+2,153.4%
COO vs SBAC
+2,219.2%
-65.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +4.3% | +3.0% | +1.3% | +4.0% |
| 30D | +17.6% | +4.3% | +13.3% | +17.1% |
| 3M | -13.9% | +4.1% | -18.0% | -14.3% |
| 6M | +6.6% | -11.6% | +18.2% | +7.8% |
| YTD | -22.0% | +0.4% | -22.4% | -22.5% |
| 1Y | -8.8% | -1.1% | -7.7% | -9.2% |
| 3Y | -21.5% | -7.3% | -14.2% | -21.6% |
| 5Y | -41.0% | -40.8% | -0.2% | -38.5% |
| 10Y | +40.9% | +103.0% | -62.1% | +31.4% |
| All | +2,153.4% | +2,219.2% | -65.8% | +1,680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling