+135.1%
VGT vs SBAC
-45.4%
+180.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -1.0% | -5.3% | +4.2% | -0.2% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | +6.6% | -11.9% | +18.5% | +8.7% |
| 6M | +31.0% | -4.5% | +35.5% | +30.7% |
| YTD | +27.2% | -4.3% | +31.6% | +26.6% |
| 1Y | +34.5% | -3.9% | +38.3% | +33.5% |
| 3Y | +123.1% | -11.0% | +134.1% | +118.2% |
| 5Y | +135.1% | -44.1% | +179.2% | +179.6% |
| All | +135.1% | -45.4% | +180.4% | +179.6% |
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 2021-09-10 to 2026-09-10: 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling