+398.1%
COR vs SBAC
+76.8%
+321.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +1.5% | +3.2% | -1.7% | +0.8% |
| 3M | +18.7% | -5.1% | +23.7% | +19.7% |
| 6M | -9.0% | -2.1% | -6.9% | -9.4% |
| YTD | -3.3% | -0.5% | -2.8% | -4.3% |
| 1Y | +9.8% | +1.1% | +8.7% | +8.2% |
| 3Y | +87.4% | -7.4% | +94.8% | +85.3% |
| 5Y | +180.5% | -44.3% | +224.8% | +215.0% |
| 10Y | +398.1% | +77.6% | +320.6% | +414.7% |
| All | +398.1% | +76.8% | +321.4% | +414.7% |
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