-29.8%
STZ vs SBAC
-39.6%
+9.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +2.6% | +0.6% | +1.9% | +2.4% |
| 30D | +15.2% | +5.5% | +9.7% | +13.6% |
| 3M | +7.6% | +3.1% | +4.6% | +6.6% |
| 6M | +5.3% | -7.0% | +12.3% | +6.7% |
| YTD | +8.6% | +0.5% | +8.1% | +7.3% |
| 1Y | +15.6% | +0.2% | +15.3% | +14.1% |
| 3Y | -35.2% | -7.4% | -27.8% | -35.3% |
| All | -29.8% | -39.6% | +9.8% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling