+620.5%
STT vs SBAC
+2,215.3%
-1,594.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +0.4% | -2.8% | +3.2% | +1.0% |
| 30D | -0.4% | +3.1% | -3.6% | -1.1% |
| 3M | -6.5% | +5.1% | -11.6% | -7.5% |
| 6M | +17.2% | -11.4% | +28.6% | +19.1% |
| YTD | +38.2% | +0.2% | +38.0% | +36.2% |
| 1Y | +49.3% | -3.9% | +53.2% | +48.3% |
| 3Y | +181.9% | -7.7% | +189.6% | +179.3% |
| 5Y | +106.9% | -39.7% | +146.7% | +120.3% |
| 10Y | +203.1% | +111.9% | +91.2% | +153.1% |
| All | +620.5% | +2,215.3% | -1,594.9% | +314.3% |
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