+2,233.0%
TRGP vs SBAC
+415.1%
+1,817.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +9.0% | -2.7% | +11.7% | +10.0% |
| 30D | +1.5% | +3.3% | -1.8% | +0.3% |
| 3M | +10.7% | +3.3% | +7.4% | +8.9% |
| 6M | +17.1% | -10.9% | +28.1% | +20.4% |
| YTD | +63.6% | -1.0% | +64.6% | +59.8% |
| 1Y | +77.0% | -4.5% | +81.5% | +75.2% |
| 3Y | +273.2% | -8.7% | +281.9% | +261.6% |
| 5Y | +508.6% | -40.6% | +549.2% | +591.4% |
| 10Y | +817.8% | +109.4% | +708.3% | +395.7% |
| All | +2,233.0% | +415.1% | +1,817.9% | +639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling