+329.9%
COP vs SBAC
+111.6%
+218.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +3.4% | -2.7% | +6.1% | +4.0% |
| 30D | -0.6% | +3.3% | -3.9% | -1.4% |
| 3M | +10.8% | +3.3% | +7.5% | +9.7% |
| 6M | +19.6% | -10.9% | +30.6% | +21.8% |
| YTD | +52.9% | -1.0% | +53.9% | +51.1% |
| 1Y | +62.2% | -4.5% | +66.7% | +61.5% |
| 3Y | +32.4% | -8.7% | +41.1% | +30.1% |
| 5Y | +129.7% | -40.6% | +170.3% | +150.9% |
| All | +329.9% | +111.6% | +218.3% | +256.1% |
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 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