-51.4%
VG vs SBAC
-0.6%
-50.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | -0.2% |
| 7D | -22.0% | +1.2% | -23.3% | -21.8% |
| 30D | -11.6% | +11.2% | -22.8% | -10.2% |
| 3M | -14.9% | +4.5% | -19.3% | -14.3% |
| 6M | -3.5% | -12.2% | +8.6% | -7.1% |
| YTD | +70.0% | -0.1% | +70.1% | +69.4% |
| 1Y | +50.0% | -0.3% | +50.2% | +49.2% |
| All | -51.4% | -0.6% | -50.8% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling