+444.2%
V vs SBAC
+97.3%
+347.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.8% | +3.0% | -3.8% | -1.7% |
| 30D | +9.5% | +4.3% | +5.2% | +8.0% |
| 3M | +16.7% | +4.1% | +12.5% | +14.9% |
| 6M | +32.9% | -11.6% | +44.6% | +37.1% |
| YTD | +21.1% | +0.4% | +20.7% | +18.5% |
| 1Y | +26.6% | -1.1% | +27.7% | +24.5% |
| 3Y | +78.4% | -7.3% | +85.6% | +74.7% |
| 5Y | +105.5% | -40.8% | +146.2% | +135.6% |
| 10Y | +444.2% | +103.0% | +341.3% | +299.3% |
| All | +444.2% | +97.3% | +347.0% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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