+454.5%
V vs SBAC
+103.9%
+350.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.6% | +3.6% | -3.0% | -0.5% |
| 30D | +9.7% | +4.9% | +4.8% | +8.0% |
| 3M | +17.3% | +6.5% | +10.8% | +14.7% |
| 6M | +33.2% | -11.1% | +44.3% | +37.2% |
| YTD | +21.3% | +0.9% | +20.4% | +18.5% |
| 1Y | +27.3% | -1.6% | +28.9% | +25.4% |
| 3Y | +76.1% | -7.0% | +83.1% | +72.4% |
| 5Y | +103.5% | -39.2% | +142.7% | +130.8% |
| 10Y | +454.5% | +111.4% | +343.1% | +295.5% |
| All | +454.5% | +103.9% | +350.6% | +295.5% |
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