+194.4%
STT vs SBAC
+111.6%
+82.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +5.1% | -2.7% | +7.9% | +5.8% |
| 30D | -0.2% | +3.3% | -3.5% | -1.1% |
| 3M | -8.1% | +3.3% | -11.4% | -9.1% |
| 6M | +16.6% | -10.9% | +27.6% | +19.2% |
| YTD | +37.8% | -1.0% | +38.8% | +35.5% |
| 1Y | +46.8% | -4.5% | +51.3% | +45.8% |
| 3Y | +181.2% | -8.7% | +189.9% | +177.4% |
| 5Y | +105.1% | -40.6% | +145.7% | +127.7% |
| All | +194.4% | +111.6% | +82.7% | +190.7% |
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 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