-2.7%
TRMB vs SBAC
-11.7%
+9.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | +4.1% | -2.8% | +6.9% | +4.1% |
| 30D | -5.1% | +3.1% | -8.2% | -5.3% |
| 3M | -2.6% | +5.1% | -7.7% | -3.6% |
| 6M | -2.7% | -11.4% | +8.7% | -2.8% |
| All | -2.7% | -11.7% | +9.0% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling