+7,922.6%
COR vs SBAC
+2,219.2%
+5,703.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +2.3% | +3.0% | -0.6% | +2.1% |
| 30D | +6.8% | +4.3% | +2.5% | +6.4% |
| 3M | +8.1% | +4.1% | +4.0% | +7.7% |
| 6M | +33.0% | -11.6% | +44.6% | +34.0% |
| YTD | +3.0% | +0.4% | +2.6% | +2.5% |
| 1Y | -3.4% | -1.1% | -2.3% | -3.7% |
| 3Y | +80.1% | -7.3% | +87.4% | +79.7% |
| 5Y | +194.7% | -40.8% | +235.5% | +202.2% |
| 10Y | +512.3% | +103.0% | +409.3% | +477.9% |
| All | +7,922.6% | +2,219.2% | +5,703.4% | +5,139.2% |
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 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