+6.8%
SBAC vs VLTO
+56.3%
-49.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | +4.9% | +22.0% | -17.1% | -0.2% |
| 3M | +6.5% | +21.9% | -15.4% | +1.3% |
| 6M | -11.1% | +36.5% | -47.6% | -17.6% |
| YTD | +0.9% | +19.0% | -18.1% | -3.8% |
| 1Y | -1.6% | +21.0% | -22.5% | -6.7% |
| 3Y | -7.0% | +69.9% | -76.9% | -18.4% |
| All | +6.8% | +56.3% | -49.6% | -5.5% |
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