+111.4%
SBAC vs VT
+217.6%
-106.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | +3.6% | -0.1% | +3.8% | +3.7% |
| 30D | +4.9% | -3.1% | +8.0% | +6.9% |
| 3M | +6.5% | -3.5% | +10.0% | +8.9% |
| 6M | -11.1% | +0.5% | -11.6% | -12.0% |
| YTD | +0.9% | +10.8% | -9.8% | -6.8% |
| 1Y | -1.6% | +11.9% | -13.5% | -9.8% |
| 3Y | -7.0% | +73.0% | -80.0% | -39.4% |
| 5Y | -39.2% | +58.6% | -97.8% | -58.1% |
| 10Y | +111.4% | +219.2% | -107.8% | -18.0% |
| All | +111.4% | +217.6% | -106.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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