+189.9%
STLA vs SBAC
+545.1%
-355.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -4.5% | +1.2% | -5.7% | -4.9% |
| 30D | -3.9% | +11.2% | -15.1% | -7.2% |
| 3M | -20.2% | +4.5% | -24.6% | -21.4% |
| 6M | -42.2% | -12.2% | -30.0% | -40.2% |
| YTD | -59.3% | -0.1% | -59.2% | -60.0% |
| 1Y | -56.1% | -0.3% | -55.8% | -56.8% |
| 3Y | -73.7% | -8.7% | -64.9% | -73.9% |
| 5Y | -70.3% | -40.2% | -30.1% | -66.8% |
| 10Y | +23.1% | +97.3% | -74.3% | -12.7% |
| All | +189.9% | +545.1% | -355.3% | +44.3% |
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 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