+3,479.0%
COST vs SBAC
+2,199.0%
+1,280.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.0% | +3.2% | -7.2% | -4.3% |
| 3M | -6.5% | -5.1% | -1.4% | -6.1% |
| 6M | -8.5% | -2.1% | -6.4% | -8.7% |
| YTD | +6.0% | -0.5% | +6.5% | +5.6% |
| 1Y | -5.8% | +1.1% | -6.9% | -6.3% |
| 3Y | +71.8% | -7.4% | +79.3% | +71.2% |
| 5Y | +106.2% | -44.3% | +150.6% | +114.7% |
| 10Y | +602.0% | +77.6% | +524.5% | +559.2% |
| All | +3,479.0% | +2,199.0% | +1,280.0% | +2,378.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling