-49.4%
VG vs SBAC
+0.4%
-49.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.8% |
| 7D | -7.7% | +3.6% | -11.3% | -7.1% |
| 30D | -8.8% | +4.9% | -13.7% | -8.2% |
| 3M | -15.6% | +6.5% | -22.1% | -14.8% |
| 6M | +5.2% | -11.1% | +16.3% | +1.5% |
| YTD | +76.9% | +0.9% | +76.0% | +76.6% |
| 1Y | +42.5% | -1.6% | +44.1% | +40.2% |
| All | -49.4% | +0.4% | -49.8% | -38.9% |
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