+2,174.9%
TRV vs SBAC
+2,222.3%
-47.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +6.7% | +5.5% | +1.3% | +6.1% |
| 3M | +9.4% | +3.1% | +6.3% | +8.9% |
| 6M | +37.7% | -7.0% | +44.7% | +38.4% |
| YTD | +40.6% | +0.5% | +40.1% | +39.7% |
| 1Y | +42.4% | +0.2% | +42.2% | +41.5% |
| 3Y | +148.1% | -7.4% | +155.5% | +147.3% |
| 5Y | +181.7% | -39.7% | +221.4% | +191.3% |
| 10Y | +352.6% | +112.5% | +240.0% | +312.1% |
| All | +2,174.9% | +2,222.3% | -47.4% | +1,643.7% |
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