-37.4%
TRMB vs SBAC
-43.9%
+6.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -1.2% | +3.2% | -4.5% | -2.2% |
| 3M | +9.6% | -5.1% | +14.7% | +11.1% |
| 6M | -16.1% | -2.1% | -14.0% | -16.5% |
| YTD | -25.0% | -0.5% | -24.5% | -26.0% |
| 1Y | -27.7% | +1.1% | -28.8% | -29.2% |
| 3Y | +15.3% | -7.4% | +22.7% | +11.5% |
| 5Y | -37.4% | -44.3% | +6.9% | -21.1% |
| All | -37.4% | -43.9% | +6.5% | -21.1% |
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 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