+75.7%
COPX vs SBAC
-2.7%
+78.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.8% | -4.1% | -7.0% |
| 7D | -2.9% | -5.3% | +2.4% | -2.9% |
| 30D | 0.0% | +0.4% | -0.4% | +0.1% |
| 3M | +14.8% | -11.9% | +26.7% | +15.0% |
| 6M | +7.0% | -4.5% | +11.5% | +8.8% |
| YTD | +23.8% | -4.3% | +28.2% | +24.5% |
| 1Y | +75.7% | -3.9% | +79.6% | +82.1% |
| All | +75.7% | -2.7% | +78.4% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling