-44.6%
VG vs SBAC
0.0%
-44.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.7% |
| 7D | +14.0% | +0.6% | +13.3% | +14.1% |
| 30D | -1.0% | +5.5% | -6.5% | -0.2% |
| 3M | -2.7% | +3.1% | -5.8% | -2.2% |
| 6M | +1.5% | -7.0% | +8.5% | -0.7% |
| YTD | +93.7% | +0.5% | +93.2% | +93.3% |
| 1Y | +68.5% | +0.2% | +68.3% | +67.6% |
| All | -44.6% | 0.0% | -44.6% | -33.2% |
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