-44.3%
SBAC vs VO
+43.2%
-87.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.5% |
| 30D | +3.2% | -1.1% | +4.3% | +4.0% |
| 3M | -5.1% | +4.5% | -9.6% | -8.2% |
| 6M | -2.1% | +11.1% | -13.2% | -9.4% |
| YTD | -0.5% | +13.5% | -14.0% | -9.5% |
| 1Y | +1.1% | +14.5% | -13.4% | -8.7% |
| 3Y | -7.4% | +58.1% | -65.5% | -36.9% |
| 5Y | -44.3% | +43.3% | -87.6% | -59.8% |
| All | -44.3% | +43.2% | -87.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling