+5.6%
SBAC vs VLTO
+54.8%
-49.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +1.2% | +5.4% | -4.2% | -0.1% |
| 30D | +11.2% | +22.3% | -11.1% | +5.7% |
| 3M | +4.5% | +19.6% | -15.2% | -0.1% |
| 6M | -12.2% | +35.2% | -47.3% | -18.4% |
| YTD | -0.1% | +17.9% | -18.0% | -4.5% |
| 1Y | -0.3% | +19.5% | -19.8% | -5.2% |
| 3Y | -8.7% | +73.9% | -82.6% | -20.5% |
| All | +5.6% | +54.8% | -49.2% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling