+15.7%
STM vs SBAC
-8.8%
+24.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | +5.8% | -0.8% | +6.6% | +5.8% |
| 30D | -1.0% | +6.9% | -7.9% | -1.3% |
| 3M | -33.3% | -8.2% | -25.0% | -32.8% |
| 6M | +57.4% | -1.6% | +59.0% | +57.3% |
| YTD | +102.2% | -0.1% | +102.3% | +101.2% |
| 1Y | +99.6% | -0.5% | +100.1% | +98.6% |
| All | +15.7% | -8.8% | +24.6% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling