+47.8%
STLA vs SBAC
+76.8%
-29.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | -2.4% | +3.2% | -5.6% | -3.2% |
| 3M | -23.9% | -5.1% | -18.8% | -23.0% |
| 6M | -24.6% | -2.1% | -22.5% | -25.1% |
| YTD | -50.5% | -0.5% | -50.0% | -51.1% |
| 1Y | -39.8% | +1.1% | -41.0% | -40.9% |
| 3Y | -65.6% | -7.4% | -58.2% | -66.0% |
| 5Y | -62.1% | -44.3% | -17.8% | -57.1% |
| 10Y | +47.8% | +77.6% | -29.8% | +29.5% |
| All | +47.8% | +76.8% | -29.0% | +29.5% |
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 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