+99.1%
V vs SBAC
-40.3%
+139.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +13.6% | +11.2% | +2.4% | +11.1% |
| 3M | +14.3% | +4.5% | +9.8% | +13.1% |
| 6M | +33.1% | -12.2% | +45.3% | +35.9% |
| YTD | +21.2% | -0.1% | +21.4% | +19.9% |
| 1Y | +26.4% | -0.3% | +26.7% | +25.0% |
| 3Y | +77.6% | -8.7% | +86.3% | +76.8% |
| All | +99.1% | -40.3% | +139.4% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling