+96.3%
VCIT vs SBAC
+562.5%
-466.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.3% |
| 7D | +0.5% | +4.4% | -4.0% | +0.2% |
| 30D | +2.1% | +13.8% | -11.7% | +1.4% |
| 3M | -1.6% | +9.0% | -10.6% | -2.0% |
| 6M | -1.6% | -10.0% | +8.4% | -1.2% |
| YTD | -1.5% | +1.8% | -3.3% | -1.9% |
| 1Y | -0.4% | +1.1% | -1.5% | -0.7% |
| 3Y | +19.6% | -9.5% | +29.1% | +19.5% |
| 5Y | +3.3% | -39.0% | +42.3% | +4.3% |
| 10Y | +28.9% | +101.1% | -72.3% | +28.3% |
| All | +96.3% | +562.5% | -466.2% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling