+263.8%
STLA vs SBAC
+545.2%
-281.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | -1.2% | +6.9% | -8.2% | -3.2% |
| 3M | -24.8% | -8.2% | -16.5% | -23.0% |
| 6M | -25.6% | -1.6% | -23.9% | -26.2% |
| YTD | -48.9% | -0.1% | -48.8% | -49.7% |
| 1Y | -38.8% | -0.5% | -38.3% | -39.7% |
| 3Y | -64.5% | -9.1% | -55.5% | -64.8% |
| 5Y | -62.4% | -43.8% | -18.6% | -57.1% |
| 10Y | +55.4% | +80.5% | -25.1% | +14.4% |
| All | +263.8% | +545.2% | -281.4% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling