+244.4%
VIG vs SBAC
+87.1%
+157.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -1.1% | -2.1% | +1.0% | -0.5% |
| 30D | -2.7% | +2.0% | -4.8% | -3.3% |
| 3M | +2.5% | -8.3% | +10.8% | +4.6% |
| 6M | +9.2% | +0.3% | +8.9% | +7.6% |
| YTD | +9.8% | -2.2% | +12.0% | +8.7% |
| 1Y | +12.4% | -4.6% | +17.0% | +12.0% |
| 3Y | +55.9% | -8.3% | +64.2% | +53.2% |
| 5Y | +63.9% | -42.8% | +106.8% | +86.2% |
| All | +244.4% | +87.1% | +157.3% | +197.8% |
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