-31.0%
TRMB vs SBAC
+2.4%
-33.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.8% | -23.2% | -17.7% |
| 7D | -15.7% | +5.8% | -21.5% | -16.1% |
| 30D | -7.8% | +20.8% | -28.6% | -10.2% |
| 3M | -9.3% | +4.8% | -14.0% | -9.9% |
| 6M | -20.8% | -9.1% | -11.7% | -20.2% |
| YTD | -30.8% | +3.1% | -33.8% | -30.6% |
| 1Y | -31.0% | +2.2% | -33.2% | -30.2% |
| All | -31.0% | +2.4% | -33.3% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling