+491.1%
COR vs SBAC
+114.8%
+376.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | +7.6% | +0.6% | +7.0% | +7.5% |
| 30D | +6.8% | +5.5% | +1.3% | +5.5% |
| 3M | +16.0% | +3.1% | +13.0% | +15.0% |
| 6M | +41.0% | -7.0% | +48.0% | +42.6% |
| YTD | +6.9% | +0.5% | +6.4% | +5.3% |
| 1Y | -1.0% | +0.2% | -1.2% | -2.4% |
| 3Y | +84.6% | -7.4% | +92.0% | +82.6% |
| 5Y | +203.3% | -39.7% | +243.0% | +233.8% |
| All | +491.1% | +114.8% | +376.3% | +430.6% |
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 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