+133.8%
VMC vs SBAC
+111.4%
+22.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +1.1% | +3.6% | -2.5% | +0.3% |
| 30D | +17.7% | +4.9% | +12.8% | +16.2% |
| 3M | +1.1% | +6.5% | -5.4% | -0.7% |
| 6M | +1.8% | -11.1% | +13.0% | +4.3% |
| YTD | +1.5% | +0.9% | +0.6% | -0.2% |
| 1Y | -1.1% | -1.6% | +0.4% | -2.1% |
| 3Y | +38.8% | -7.0% | +45.7% | +36.9% |
| 5Y | +49.6% | -39.2% | +88.8% | +65.4% |
| All | +133.8% | +111.4% | +22.4% | +94.3% |
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 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