+504.0%
STRL vs SBAC
-8.8%
+512.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +5.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.3% |
| 30D | -9.2% | +6.9% | -16.2% | -8.4% |
| 3M | -51.0% | -8.2% | -42.8% | -50.7% |
| 6M | +15.8% | -1.6% | +17.4% | +17.3% |
| YTD | +58.9% | -0.1% | +59.0% | +61.2% |
| 1Y | +68.5% | -0.5% | +69.0% | +71.1% |
| All | +504.0% | -8.8% | +512.9% | +501.7% |
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