-52.6%
STLA vs SBAC
+2.4%
-55.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.6% |
| 7D | -0.6% | +5.8% | -6.4% | -1.8% |
| 30D | +3.6% | +20.8% | -17.2% | -0.4% |
| 3M | -20.6% | +4.8% | -25.4% | -21.5% |
| 6M | -34.3% | -9.1% | -25.2% | -34.4% |
| YTD | -57.3% | +3.1% | -60.4% | -57.8% |
| 1Y | -52.6% | +2.2% | -54.8% | -52.9% |
| All | -52.6% | +2.4% | -55.0% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling