+4,615.2%
SBAC vs VO
+833.6%
+3,781.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.9% |
| 7D | -2.8% | +0.2% | -3.0% | -3.1% |
| 30D | +3.1% | +2.0% | +1.1% | +0.9% |
| 3M | +5.1% | -0.3% | +5.4% | +5.3% |
| 6M | -11.4% | +7.3% | -18.7% | -17.7% |
| YTD | +0.2% | +15.0% | -14.8% | -13.1% |
| 1Y | -3.9% | +14.7% | -18.6% | -16.6% |
| 3Y | -7.7% | +67.3% | -75.0% | -46.1% |
| 5Y | -39.7% | +38.8% | -78.6% | -58.1% |
| 10Y | +111.9% | +201.6% | -89.7% | -39.7% |
| All | +4,615.2% | +833.6% | +3,781.5% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling