+5.3%
STLA vs SBAC
+103.9%
-98.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -4.9% | +3.6% | -8.6% | -5.8% |
| 30D | -4.9% | +4.9% | -9.8% | -6.3% |
| 3M | -23.7% | +6.5% | -30.1% | -25.1% |
| 6M | -45.0% | -11.1% | -33.8% | -43.5% |
| YTD | -60.9% | +0.9% | -61.8% | -61.6% |
| 1Y | -58.9% | -1.6% | -57.3% | -59.3% |
| 3Y | -74.4% | -7.0% | -67.5% | -74.8% |
| 5Y | -71.5% | -39.2% | -32.3% | -68.6% |
| 10Y | +5.3% | +111.4% | -106.1% | -13.0% |
| All | +5.3% | +103.9% | -98.6% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling