-9.7%
STZ vs SBAC
+80.0%
-89.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -1.9% | +6.9% | -8.8% | -3.9% |
| 3M | -6.2% | -8.2% | +2.0% | -4.0% |
| 6M | -14.0% | -1.6% | -12.4% | -14.6% |
| YTD | -5.1% | -0.1% | -5.0% | -6.5% |
| 1Y | -9.6% | -0.5% | -9.1% | -11.0% |
| 3Y | -47.2% | -9.1% | -38.2% | -47.4% |
| 5Y | -33.6% | -43.8% | +10.2% | -23.0% |
| All | -9.7% | +80.0% | -89.7% | -34.9% |
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