-4.9%
VCLT vs SBAC
-4.6%
-0.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -1.0% |
| 7D | -1.3% | -5.3% | +4.0% | -1.1% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | -3.7% | -11.9% | +8.2% | -3.1% |
| 6M | -4.0% | -4.5% | +0.5% | -3.8% |
| YTD | -3.4% | -4.3% | +1.0% | -3.0% |
| All | -4.9% | -4.6% | -0.3% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling