+2,022.6%
STRL vs SBAC
-43.7%
+2,066.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.8% | +5.8% |
| 7D | +3.4% | -0.8% | +4.2% | +3.4% |
| 30D | -9.2% | +6.9% | -16.2% | -9.5% |
| 3M | -51.0% | -8.2% | -42.8% | -50.6% |
| 6M | +15.8% | -1.6% | +17.4% | +15.9% |
| YTD | +58.9% | -0.1% | +59.0% | +58.6% |
| 1Y | +68.5% | -0.5% | +69.0% | +68.5% |
| 3Y | +485.2% | -9.1% | +494.3% | +477.0% |
| All | +2,022.6% | -43.7% | +2,066.2% | +2,120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling