-25.9%
STRL vs SBAC
+2.4%
-28.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.8% | -27.3% | -19.9% |
| 7D | -27.1% | +5.8% | -32.9% | -25.6% |
| 30D | -45.8% | +20.8% | -66.6% | -43.4% |
| 3M | -47.6% | +4.8% | -52.4% | -46.7% |
| 6M | -46.4% | -9.1% | -37.3% | -44.1% |
| YTD | -7.4% | +3.1% | -10.4% | +2.2% |
| 1Y | -25.9% | +2.2% | -28.0% | -16.3% |
| All | -25.9% | +2.4% | -28.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling