+30.6%
VCIT vs SBAC
+97.3%
-66.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.7% | +3.0% | -2.2% | +0.5% |
| 30D | +1.8% | +4.3% | -2.5% | +1.5% |
| 3M | -1.6% | +4.1% | -5.7% | -1.9% |
| 6M | -2.1% | -11.6% | +9.5% | -1.4% |
| YTD | -1.6% | +0.4% | -1.9% | -2.0% |
| 1Y | -0.8% | -1.1% | +0.3% | -1.1% |
| 3Y | +19.9% | -7.3% | +27.2% | +19.6% |
| 5Y | +3.3% | -40.8% | +44.1% | +5.2% |
| 10Y | +30.6% | +103.0% | -72.3% | +27.5% |
| All | +30.6% | +97.3% | -66.6% | +27.5% |
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