+6.3%
SBAC vs VLTO
+56.4%
-50.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +5.5% | +17.5% | -12.0% | +1.3% |
| 3M | +3.1% | +21.4% | -18.3% | -1.8% |
| 6M | -7.0% | +38.1% | -45.2% | -14.1% |
| YTD | +0.5% | +19.0% | -18.5% | -4.2% |
| 1Y | +0.2% | +20.7% | -20.4% | -4.9% |
| 3Y | -7.4% | +64.3% | -71.6% | -18.0% |
| All | +6.3% | +56.4% | -50.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling