+180.5%
TRV vs SBAC
-39.6%
+220.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +6.7% | +5.5% | +1.3% | +5.9% |
| 3M | +9.4% | +3.1% | +6.3% | +8.8% |
| 6M | +37.7% | -7.0% | +44.7% | +38.8% |
| YTD | +40.6% | +0.5% | +40.1% | +39.5% |
| 1Y | +42.4% | +0.2% | +42.2% | +41.4% |
| 3Y | +148.1% | -7.4% | +155.5% | +148.0% |
| All | +180.5% | -39.6% | +220.2% | +192.7% |
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 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