+189.2%
STLA vs SBAC
+548.3%
-359.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -6.4% | +3.0% | -9.3% | -7.2% |
| 30D | -1.3% | +4.3% | -5.6% | -2.7% |
| 3M | -19.9% | +4.1% | -24.1% | -21.0% |
| 6M | -42.9% | -11.6% | -31.3% | -41.1% |
| YTD | -59.4% | +0.4% | -59.8% | -60.1% |
| 1Y | -56.8% | -1.1% | -55.7% | -57.4% |
| 3Y | -73.1% | -7.3% | -65.8% | -73.4% |
| 5Y | -70.1% | -40.8% | -29.3% | -66.4% |
| 10Y | +19.8% | +103.0% | -83.2% | -15.9% |
| All | +189.2% | +548.3% | -359.1% | +43.7% |
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