+193.1%
COPX vs SBAC
-44.9%
+238.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +6.4% | +3.9% | +2.6% | +5.6% |
| 3M | +19.3% | -8.2% | +27.5% | +21.0% |
| 6M | +16.2% | -2.8% | +19.0% | +16.0% |
| YTD | +33.2% | -1.5% | +34.7% | +32.2% |
| 1Y | +90.2% | 0.0% | +90.2% | +87.8% |
| 3Y | +175.7% | -8.4% | +184.1% | +173.4% |
| 5Y | +193.1% | -43.5% | +236.7% | +226.6% |
| All | +193.1% | -44.9% | +238.1% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling