+3,667.8%
STRL vs SBAC
+93.8%
+3,574.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.7% |
| 7D | -26.9% | +1.2% | -28.1% | -27.2% |
| 30D | -52.7% | +11.2% | -63.8% | -53.7% |
| 3M | -52.8% | +4.5% | -57.3% | -53.4% |
| 6M | -71.5% | -12.2% | -59.3% | -71.0% |
| YTD | -17.4% | -0.1% | -17.3% | -19.0% |
| 1Y | -35.0% | -0.3% | -34.7% | -36.1% |
| 3Y | +239.2% | -8.7% | +247.9% | +229.8% |
| 5Y | +830.2% | -40.2% | +870.3% | +912.8% |
| All | +3,667.8% | +93.8% | +3,574.0% | +3,450.9% |
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