+800.0%
VGT vs SBAC
+87.1%
+712.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | -0.2% | -2.1% | +1.9% | +0.4% |
| 30D | -0.4% | +2.0% | -2.4% | -1.0% |
| 3M | +4.4% | -8.3% | +12.7% | +6.5% |
| 6M | +32.1% | +0.3% | +31.7% | +29.4% |
| YTD | +28.8% | -2.2% | +31.0% | +26.8% |
| 1Y | +35.3% | -4.6% | +40.0% | +34.1% |
| 3Y | +124.8% | -8.3% | +133.0% | +116.3% |
| 5Y | +137.9% | -42.8% | +180.8% | +176.8% |
| All | +800.0% | +87.1% | +712.8% | +624.8% |
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