+157.5%
STT vs SBAC
-43.9%
+201.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.2% | -0.1% | +2.2% | +2.2% |
| 30D | +3.9% | +3.2% | +0.7% | +3.1% |
| 3M | +19.2% | -5.1% | +24.2% | +20.3% |
| 6M | +60.4% | -2.1% | +62.5% | +59.5% |
| YTD | +51.5% | -0.5% | +52.0% | +49.4% |
| 1Y | +76.3% | +1.1% | +75.2% | +72.7% |
| 3Y | +200.7% | -7.4% | +208.2% | +195.2% |
| 5Y | +157.5% | -44.3% | +201.8% | +181.5% |
| All | +157.5% | -43.9% | +201.4% | +181.5% |
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