+200.7%
STT vs SBAC
-9.5%
+210.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +2.2% | -0.1% | +2.2% | +2.2% |
| 30D | +3.9% | +3.2% | +0.7% | +3.5% |
| 3M | +19.2% | -5.1% | +24.2% | +19.9% |
| 6M | +60.4% | -2.1% | +62.5% | +60.4% |
| YTD | +51.5% | -0.5% | +52.0% | +50.6% |
| 1Y | +76.3% | +1.1% | +75.2% | +74.6% |
| 3Y | +200.7% | -7.4% | +208.2% | +199.6% |
| All | +200.7% | -9.5% | +210.3% | +199.6% |
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 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