+197.6%
STT vs SBAC
+103.9%
+93.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +1.1% | +3.6% | -2.5% | +0.2% |
| 30D | -1.9% | +4.9% | -6.8% | -3.2% |
| 3M | -7.6% | +6.5% | -14.0% | -9.2% |
| 6M | +16.0% | -11.1% | +27.1% | +18.7% |
| YTD | +36.2% | +0.9% | +35.2% | +33.3% |
| 1Y | +46.8% | -1.6% | +48.3% | +44.6% |
| 3Y | +177.8% | -7.0% | +184.8% | +172.9% |
| 5Y | +105.8% | -39.2% | +145.1% | +127.1% |
| 10Y | +197.6% | +111.4% | +86.2% | +197.6% |
| All | +197.6% | +103.9% | +93.7% | +197.6% |
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