+227.6%
TRU vs SBAC
+75.1%
+152.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | -6.8% | -0.8% | -6.0% | -6.4% |
| 30D | 0.0% | +6.9% | -6.9% | -2.8% |
| 3M | +13.3% | -8.2% | +21.5% | +17.2% |
| 6M | +3.4% | -1.6% | +5.1% | +2.4% |
| YTD | -6.4% | -0.1% | -6.3% | -8.4% |
| 1Y | -9.7% | -0.5% | -9.2% | -11.6% |
| 3Y | +0.1% | -9.1% | +9.2% | -1.0% |
| 5Y | -34.0% | -43.8% | +9.8% | -18.6% |
| 10Y | +147.9% | +80.5% | +67.4% | +82.8% |
| All | +227.6% | +75.1% | +152.5% | +146.5% |
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