+7,578.9%
COR vs SBAC
+2,208.1%
+5,370.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | +4.5% | +6.9% | -2.4% | +4.0% |
| 3M | +22.7% | -8.2% | +30.9% | +23.3% |
| 6M | -9.7% | -1.6% | -8.1% | -9.9% |
| YTD | -1.4% | -0.1% | -1.3% | -1.8% |
| 1Y | +13.9% | -0.5% | +14.4% | +13.5% |
| 3Y | +94.0% | -9.1% | +103.0% | +93.7% |
| 5Y | +184.0% | -43.8% | +227.8% | +192.5% |
| 10Y | +406.8% | +80.5% | +326.2% | +381.8% |
| All | +7,578.9% | +2,208.1% | +5,370.8% | +4,919.6% |
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 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