-35.8%
TRU vs SBAC
-45.4%
+9.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.0% |
| 7D | -9.4% | -5.3% | -4.1% | -7.4% |
| 30D | -4.1% | +0.4% | -4.5% | -4.2% |
| 3M | +13.6% | -11.9% | +25.5% | +19.0% |
| 6M | +3.6% | -4.5% | +8.0% | +4.0% |
| YTD | -9.8% | -4.3% | -5.5% | -9.9% |
| 1Y | -13.6% | -3.9% | -9.8% | -13.9% |
| 3Y | -2.0% | -11.0% | +9.0% | -2.2% |
| 5Y | -35.8% | -44.1% | +8.3% | -19.8% |
| All | -35.8% | -45.4% | +9.5% | -19.8% |
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 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