+7,178.3%
STRL vs SBAC
+76.8%
+7,101.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +10.1% | -0.1% | +10.2% | +10.1% |
| 30D | -8.2% | +3.2% | -11.4% | -8.8% |
| 3M | -43.7% | -5.1% | -38.6% | -43.5% |
| 6M | +27.1% | -2.1% | +29.2% | +25.9% |
| YTD | +64.0% | -0.5% | +64.5% | +61.5% |
| 1Y | +75.2% | +1.1% | +74.0% | +72.1% |
| 3Y | +539.9% | -7.4% | +547.3% | +519.5% |
| 5Y | +2,133.0% | -44.3% | +2,177.3% | +2,398.5% |
| 10Y | +7,178.3% | +77.6% | +7,100.7% | +6,420.6% |
| All | +7,178.3% | +76.8% | +7,101.5% | +6,420.6% |
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