-77.4%
STLA vs SBAC
-6.5%
-70.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -13.8% | +0.6% | -14.4% | -13.9% |
| 30D | -10.5% | +5.5% | -16.0% | -11.6% |
| 3M | -28.9% | +3.1% | -31.9% | -29.4% |
| 6M | -49.7% | -7.0% | -42.7% | -49.4% |
| YTD | -64.9% | +0.5% | -65.4% | -65.3% |
| 1Y | -64.0% | +0.2% | -64.3% | -64.5% |
| 3Y | -77.4% | -7.4% | -70.1% | -77.3% |
| All | -77.4% | -6.5% | -70.9% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling