-15.9%
VCLT vs SBAC
-39.6%
+23.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | +0.8% | +5.5% | -4.7% | -0.1% |
| 3M | -2.7% | +3.1% | -5.7% | -3.3% |
| 6M | -4.3% | -7.0% | +2.7% | -3.6% |
| YTD | -4.3% | +0.5% | -4.8% | -5.3% |
| 1Y | -4.4% | +0.2% | -4.6% | -5.3% |
| 3Y | +13.8% | -7.4% | +21.1% | +13.1% |
| All | -15.9% | -39.6% | +23.7% | -9.6% |
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