+2,485.9%
TRMB vs SBAC
+2,219.2%
+266.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -17.0% | +3.0% | -19.9% | -17.7% |
| 30D | -9.0% | +4.3% | -13.3% | -10.1% |
| 3M | -8.1% | +4.1% | -12.3% | -9.3% |
| 6M | -10.1% | -11.6% | +1.6% | -8.4% |
| YTD | -30.2% | +0.4% | -30.6% | -31.3% |
| 1Y | -30.7% | -1.1% | -29.6% | -31.6% |
| 3Y | +32.6% | -7.3% | +39.9% | +30.8% |
| 5Y | -38.1% | -40.8% | +2.6% | -33.1% |
| 10Y | +98.9% | +103.0% | -4.0% | +65.5% |
| All | +2,485.9% | +2,219.2% | +266.6% | +1,458.6% |
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