+190.5%
COPX vs SBAC
+506.7%
-316.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | +4.5% | +6.9% | -2.4% | +1.8% |
| 3M | +0.8% | -8.2% | +9.1% | +3.4% |
| 6M | +3.2% | -1.6% | +4.8% | +1.5% |
| YTD | +26.7% | -0.1% | +26.8% | +23.4% |
| 1Y | +85.7% | -0.5% | +86.1% | +80.4% |
| 3Y | +151.2% | -9.1% | +160.2% | +145.2% |
| 5Y | +170.0% | -43.8% | +213.8% | +220.9% |
| 10Y | +572.9% | +80.5% | +492.4% | +268.0% |
| All | +190.5% | +506.7% | -316.1% | -50.1% |
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 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