+498.0%
SBAC vs VT
+374.2%
+123.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.2% |
| 30D | +6.9% | +1.0% | +5.9% | +6.0% |
| 3M | -8.2% | +2.4% | -10.6% | -10.7% |
| 6M | -1.6% | +12.0% | -13.6% | -12.1% |
| YTD | -0.1% | +15.3% | -15.5% | -13.2% |
| 1Y | -0.5% | +22.6% | -23.0% | -18.4% |
| 3Y | -9.1% | +74.7% | -83.7% | -47.6% |
| 5Y | -43.8% | +66.1% | -109.9% | -66.3% |
| 10Y | +80.5% | +225.0% | -144.5% | -46.5% |
| All | +498.0% | +374.2% | +123.8% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling