+86.9%
SBAC vs VO
+193.0%
-106.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | +3.9% | -1.9% | +5.8% | +5.2% |
| 3M | -8.2% | +3.3% | -11.4% | -10.4% |
| 6M | -2.8% | +9.7% | -12.5% | -9.1% |
| YTD | -1.5% | +12.6% | -14.1% | -9.7% |
| 1Y | 0.0% | +13.6% | -13.6% | -9.0% |
| 3Y | -8.4% | +56.8% | -65.2% | -34.8% |
| 5Y | -43.5% | +42.3% | -85.8% | -57.3% |
| 10Y | +86.9% | +199.2% | -112.3% | -18.5% |
| All | +86.9% | +193.0% | -106.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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