+392.6%
STM vs SBAC
+93.8%
+298.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.0% |
| 7D | -10.7% | +1.2% | -12.0% | -11.2% |
| 30D | -25.7% | +11.2% | -36.9% | -28.5% |
| 3M | -21.6% | +4.5% | -26.0% | -23.1% |
| 6M | -27.8% | -12.2% | -15.6% | -26.0% |
| YTD | +61.8% | -0.1% | +61.9% | +56.9% |
| 1Y | +78.1% | -0.3% | +78.4% | +72.6% |
| 3Y | +4.9% | -8.7% | +13.6% | +1.8% |
| 5Y | -14.3% | -40.2% | +25.9% | -1.8% |
| All | +392.6% | +93.8% | +298.8% | +339.0% |
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