+107.7%
COST vs SBAC
-43.5%
+151.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | -4.7% | +2.0% | -6.7% | -5.1% |
| 3M | -7.1% | -8.3% | +1.2% | -5.7% |
| 6M | -8.5% | +0.3% | -8.9% | -9.3% |
| YTD | +5.4% | -2.2% | +7.6% | +4.9% |
| 1Y | -5.6% | -4.6% | -1.0% | -5.6% |
| 3Y | +68.5% | -8.3% | +76.8% | +66.3% |
| All | +107.7% | -43.5% | +151.2% | +145.1% |
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