+104.6%
VGT vs SBAC
-39.6%
+144.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +2.5% | +0.6% | +1.8% | +2.4% |
| 30D | -9.5% | +5.5% | -15.0% | -10.3% |
| 3M | -9.5% | +3.1% | -12.6% | -10.1% |
| 6M | -1.8% | -7.0% | +5.3% | -1.0% |
| YTD | +18.4% | +0.5% | +17.9% | +16.7% |
| 1Y | +18.7% | +0.2% | +18.5% | +17.1% |
| 3Y | +103.8% | -7.4% | +111.2% | +98.6% |
| All | +104.6% | -39.6% | +144.3% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling