-28.4%
STZ vs SBAC
-39.7%
+11.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +11.8% | +4.4% | +7.3% | +10.6% |
| 30D | +26.0% | +13.8% | +12.2% | +21.8% |
| 3M | +11.5% | +9.0% | +2.6% | +9.0% |
| 6M | -2.0% | -10.0% | +8.1% | +0.2% |
| YTD | +7.9% | +1.8% | +6.1% | +6.1% |
| 1Y | +13.9% | +1.1% | +12.8% | +12.2% |
| 3Y | -35.8% | -9.5% | -26.3% | -35.5% |
| 5Y | -28.4% | -39.0% | +10.6% | -21.4% |
| All | -28.4% | -39.7% | +11.3% | -21.4% |
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