+422.5%
STM vs SBAC
+97.3%
+325.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | -5.6% | +3.0% | -8.5% | -6.5% |
| 30D | -14.4% | +4.3% | -18.8% | -15.8% |
| 3M | -20.5% | +4.1% | -24.6% | -21.9% |
| 6M | -24.5% | -11.6% | -12.9% | -22.7% |
| YTD | +72.7% | +0.4% | +72.3% | +67.3% |
| 1Y | +91.0% | -1.1% | +92.1% | +85.8% |
| 3Y | +13.5% | -7.3% | +20.8% | +9.4% |
| 5Y | -9.2% | -40.8% | +31.6% | +4.6% |
| 10Y | +422.5% | +103.0% | +319.6% | +349.4% |
| All | +422.5% | +97.3% | +325.3% | +349.4% |
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 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