+279.1%
STM vs SBAC
+2,208.1%
-1,929.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | -1.0% | +6.9% | -7.9% | -2.4% |
| 3M | -33.3% | -8.2% | -25.0% | -32.5% |
| 6M | +57.4% | -1.6% | +59.0% | +55.8% |
| YTD | +102.2% | -0.1% | +102.3% | +99.2% |
| 1Y | +99.6% | -0.5% | +100.1% | +96.5% |
| 3Y | +14.5% | -9.1% | +23.6% | +13.3% |
| 5Y | +21.4% | -43.8% | +65.2% | +32.2% |
| 10Y | +695.0% | +80.5% | +614.4% | +577.4% |
| All | +279.1% | +2,208.1% | -1,929.0% | +47.4% |
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 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