+25.7%
COP vs SBAC
-10.4%
+36.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | -11.5% | +1.2% | -12.7% | -11.6% |
| 30D | +5.0% | +11.2% | -6.2% | +4.5% |
| 3M | +17.5% | +4.5% | +13.0% | +17.2% |
| 6M | +16.2% | -12.2% | +28.4% | +16.3% |
| YTD | +48.8% | -0.1% | +48.9% | +47.9% |
| 1Y | +64.1% | -0.3% | +64.4% | +63.2% |
| 3Y | +25.7% | -8.7% | +34.4% | +22.4% |
| All | +25.7% | -10.4% | +36.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling