-24.4%
STRL vs SBAC
-0.1%
-24.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +15.1% |
| 7D | -13.3% | +3.0% | -16.3% | -12.3% |
| 30D | -43.3% | +4.3% | -47.6% | -42.3% |
| 3M | -46.9% | +4.1% | -51.0% | -46.2% |
| 6M | -65.6% | -11.6% | -54.0% | -64.3% |
| YTD | -5.1% | +0.4% | -5.4% | +4.3% |
| All | -24.4% | -0.1% | -24.2% | -11.9% |
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 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