+87.4%
COR vs SBAC
-9.5%
+96.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +1.5% | +3.2% | -1.7% | +1.2% |
| 3M | +18.7% | -5.1% | +23.7% | +19.2% |
| 6M | -9.0% | -2.1% | -6.9% | -9.1% |
| YTD | -3.3% | -0.5% | -2.8% | -3.5% |
| 1Y | +9.8% | +1.1% | +8.7% | +9.4% |
| 3Y | +87.4% | -7.4% | +94.8% | +89.2% |
| All | +87.4% | -9.5% | +96.9% | +89.2% |
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