+64.4%
VG vs SBAC
-5.3%
+69.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.6% | +4.8% |
| 7D | +15.1% | -3.4% | +18.5% | +15.2% |
| 30D | -4.2% | +2.6% | -6.8% | -4.3% |
| 3M | -3.1% | +2.6% | -5.7% | -3.2% |
| 6M | +0.3% | -11.5% | +11.8% | -0.6% |
| YTD | +95.5% | -1.6% | +97.1% | +97.9% |
| 1Y | +64.4% | -5.1% | +69.5% | +75.0% |
| All | +64.4% | -5.3% | +69.7% | +75.0% |
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