+325.1%
COP vs SBAC
+76.8%
+248.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | +15.6% | +3.2% | +12.3% | +14.7% |
| 3M | +14.3% | -5.1% | +19.4% | +15.4% |
| 6M | +17.0% | -2.1% | +19.1% | +16.3% |
| YTD | +47.4% | -0.5% | +47.9% | +45.9% |
| 1Y | +52.4% | +1.1% | +51.3% | +50.1% |
| 3Y | +20.8% | -7.4% | +28.3% | +18.4% |
| 5Y | +191.7% | -44.3% | +236.0% | +225.8% |
| 10Y | +325.1% | +77.6% | +247.5% | +255.9% |
| All | +325.1% | +76.8% | +248.3% | +255.9% |
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 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