+186.1%
COR vs SBAC
-43.7%
+229.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | +4.5% | +6.9% | -2.4% | +3.7% |
| 3M | +22.7% | -8.2% | +30.9% | +23.8% |
| 6M | -9.7% | -1.6% | -8.1% | -9.9% |
| YTD | -1.4% | -0.1% | -1.3% | -1.9% |
| 1Y | +13.9% | -0.5% | +14.4% | +13.4% |
| 3Y | +94.0% | -9.1% | +103.0% | +94.6% |
| All | +186.1% | -43.7% | +229.8% | +211.8% |
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