-1.6%
SBAC vs VLTO
+20.4%
-21.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +3.6% | +1.6% | +2.0% | +3.4% |
| 30D | +4.9% | +22.0% | -17.1% | +1.4% |
| 3M | +6.5% | +21.9% | -15.4% | +2.9% |
| 6M | -11.1% | +36.5% | -47.6% | -14.8% |
| YTD | +0.9% | +19.0% | -18.1% | -4.2% |
| 1Y | -1.6% | +21.0% | -22.5% | -6.6% |
| All | -1.6% | +20.4% | -21.9% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling