+565.8%
COPX vs SBAC
+83.0%
+482.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.8% | -4.1% | -6.3% |
| 7D | -2.9% | -5.3% | +2.4% | -1.5% |
| 30D | 0.0% | +0.4% | -0.4% | -0.1% |
| 3M | +14.8% | -11.9% | +26.7% | +18.2% |
| 6M | +7.0% | -4.5% | +11.5% | +6.9% |
| YTD | +23.8% | -4.3% | +28.2% | +23.4% |
| 1Y | +75.7% | -3.9% | +79.6% | +74.4% |
| 3Y | +156.4% | -11.0% | +167.4% | +155.0% |
| 5Y | +167.6% | -44.1% | +211.7% | +203.5% |
| All | +565.8% | +83.0% | +482.8% | +570.2% |
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