+11.8%
STZ vs SBAC
+109.8%
-98.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -0.9% | -2.8% | +1.8% | -0.1% |
| 30D | +14.9% | +3.1% | +11.8% | +13.8% |
| 3M | +8.4% | +5.1% | +3.3% | +6.5% |
| 6M | +2.8% | -11.4% | +14.2% | +6.1% |
| YTD | +7.5% | +0.2% | +7.3% | +5.6% |
| 1Y | +12.5% | -3.9% | +16.5% | +12.0% |
| 3Y | -35.4% | -7.7% | -27.8% | -35.8% |
| 5Y | -29.3% | -39.7% | +10.4% | -20.4% |
| 10Y | +11.8% | +111.9% | -100.1% | -21.5% |
| All | +11.8% | +109.8% | -98.0% | -21.5% |
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 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