+699.3%
STT vs SBAC
+2,208.1%
-1,508.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +3.9% | +6.9% | -3.1% | +2.6% |
| 3M | +20.0% | -8.2% | +28.2% | +21.5% |
| 6M | +55.3% | -1.6% | +57.0% | +54.3% |
| YTD | +53.3% | -0.1% | +53.5% | +51.6% |
| 1Y | +74.7% | -0.5% | +75.2% | +72.7% |
| 3Y | +205.8% | -9.1% | +214.9% | +204.2% |
| 5Y | +145.0% | -43.8% | +188.8% | +164.4% |
| 10Y | +266.0% | +80.5% | +185.5% | +214.5% |
| All | +699.3% | +2,208.1% | -1,508.8% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling