-4.6%
STM vs SBAC
-39.6%
+35.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +12.0% | +0.6% | +11.4% | +11.9% |
| 30D | -0.4% | +5.5% | -5.8% | -1.7% |
| 3M | -13.2% | +3.1% | -16.3% | -14.0% |
| 6M | -26.1% | -7.0% | -19.0% | -25.5% |
| YTD | +81.2% | +0.5% | +80.7% | +77.3% |
| 1Y | +98.3% | +0.2% | +98.1% | +94.1% |
| 3Y | +16.7% | -7.4% | +24.1% | +13.5% |
| All | -4.6% | -39.6% | +35.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling