+340.6%
STRL vs SBAC
-6.5%
+347.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -2.7% |
| 7D | +15.7% | +0.6% | +15.0% | +15.8% |
| 30D | -35.5% | +5.5% | -40.9% | -34.4% |
| 3M | -47.1% | +3.1% | -50.2% | -46.6% |
| 6M | -65.8% | -7.0% | -58.8% | -65.3% |
| YTD | -4.5% | +0.5% | -5.0% | -2.3% |
| 1Y | -10.5% | +0.2% | -10.7% | -8.4% |
| 3Y | +340.6% | -7.4% | +348.0% | +372.3% |
| All | +340.6% | -6.5% | +347.2% | +372.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling