+2,352.9%
COO vs SBAC
+2,208.1%
+144.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -7.0% | +6.9% | -13.9% | -7.7% |
| 3M | +12.2% | -8.2% | +20.4% | +13.1% |
| 6M | -15.1% | -1.6% | -13.5% | -15.3% |
| YTD | -15.1% | -0.1% | -15.0% | -15.5% |
| 1Y | +2.3% | -0.5% | +2.8% | +1.8% |
| 3Y | -23.7% | -9.1% | -14.6% | -23.7% |
| 5Y | -38.9% | -43.8% | +4.9% | -36.0% |
| 10Y | +49.9% | +80.5% | -30.6% | +41.2% |
| All | +2,352.9% | +2,208.1% | +144.8% | +1,840.1% |
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 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