+2,071.0%
STX vs SBAC
+97.3%
+1,973.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.7% |
| 7D | -14.8% | +3.0% | -17.7% | -15.4% |
| 30D | -35.4% | +4.3% | -39.7% | -36.1% |
| 3M | -37.7% | +4.1% | -41.8% | -38.6% |
| 6M | -35.2% | -11.6% | -23.6% | -34.0% |
| YTD | +84.4% | +0.4% | +84.0% | +79.8% |
| 1Y | +82.3% | -1.1% | +83.4% | +78.5% |
| 3Y | +646.2% | -7.3% | +653.5% | +623.9% |
| 5Y | +487.4% | -40.8% | +528.2% | +559.6% |
| 10Y | +2,071.0% | +103.0% | +1,968.1% | +1,483.3% |
| All | +2,071.0% | +97.3% | +1,973.8% | +1,483.3% |
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 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