+165.6%
COPX vs SBAC
-7.8%
+173.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.1% |
| 7D | +5.8% | -0.1% | +5.8% | +5.8% |
| 30D | +7.2% | +3.2% | +4.0% | +6.8% |
| 3M | +16.5% | -5.1% | +21.5% | +17.1% |
| 6M | +18.4% | -2.1% | +20.6% | +18.7% |
| YTD | +31.9% | -0.5% | +32.4% | +31.5% |
| 1Y | +88.5% | +1.1% | +87.4% | +87.1% |
| All | +165.6% | -7.8% | +173.3% | +170.1% |
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 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