+1,486.2%
COP vs SBAC
+2,219.2%
-733.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -8.4% | +3.0% | -11.4% | -8.8% |
| 30D | +0.3% | +4.3% | -4.0% | -0.2% |
| 3M | +15.1% | +4.1% | +11.0% | +14.4% |
| 6M | +19.8% | -11.6% | +31.4% | +21.0% |
| YTD | +46.8% | +0.4% | +46.5% | +45.8% |
| 1Y | +59.7% | -1.1% | +60.9% | +58.9% |
| 3Y | +28.7% | -7.3% | +36.0% | +27.9% |
| 5Y | +110.7% | -40.8% | +151.5% | +117.8% |
| 10Y | +298.3% | +103.0% | +195.3% | +263.1% |
| All | +1,486.2% | +2,219.2% | -733.1% | +1,000.8% |
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