+621.7%
VIG vs SBAC
+723.5%
-101.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.0% | +6.9% | -7.9% | -3.0% |
| 3M | +2.8% | -8.2% | +11.0% | +4.9% |
| 6M | +8.2% | -1.6% | +9.8% | +7.0% |
| YTD | +11.0% | -0.1% | +11.1% | +9.0% |
| 1Y | +16.1% | -0.5% | +16.6% | +14.0% |
| 3Y | +56.2% | -9.1% | +65.2% | +53.8% |
| 5Y | +63.0% | -43.8% | +106.8% | +83.9% |
| 10Y | +241.4% | +80.5% | +160.9% | +158.4% |
| All | +621.7% | +723.5% | -101.9% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling