+2,712.4%
TRMB vs SBAC
+2,208.1%
+504.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +1.5% | +6.9% | -5.4% | +0.1% |
| 3M | +6.8% | -8.2% | +15.0% | +8.5% |
| 6M | -14.9% | -1.6% | -13.3% | -15.4% |
| YTD | -24.1% | -0.1% | -24.0% | -24.8% |
| 1Y | -25.4% | -0.5% | -24.9% | -26.1% |
| 3Y | +8.0% | -9.1% | +17.1% | +7.4% |
| 5Y | -37.3% | -43.8% | +6.5% | -31.2% |
| 10Y | +116.8% | +80.5% | +36.3% | +85.3% |
| All | +2,712.4% | +2,208.1% | +504.2% | +1,604.7% |
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