+3,988.2%
STRL vs SBAC
+97.3%
+3,890.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +14.9% |
| 7D | -13.3% | +3.0% | -16.3% | -13.9% |
| 30D | -43.3% | +4.3% | -47.6% | -43.9% |
| 3M | -46.9% | +4.1% | -51.0% | -47.5% |
| 6M | -65.6% | -11.6% | -54.0% | -65.1% |
| YTD | -5.1% | +0.4% | -5.4% | -7.0% |
| 1Y | -23.1% | -1.1% | -22.0% | -24.2% |
| 3Y | +346.8% | -7.3% | +354.1% | +331.9% |
| 5Y | +907.2% | -40.8% | +947.9% | +1,004.1% |
| 10Y | +3,988.2% | +103.0% | +3,885.2% | +3,426.9% |
| All | +3,988.2% | +97.3% | +3,890.9% | +3,426.9% |
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