+152.5%
VMC vs SBAC
+78.4%
+74.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.0% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -12.3% | +3.9% | -16.1% | -13.1% |
| 3M | -10.3% | -8.2% | -2.1% | -8.7% |
| 6M | -8.6% | -2.8% | -5.8% | -8.8% |
| YTD | -11.9% | -1.5% | -10.3% | -12.6% |
| 1Y | -13.9% | 0.0% | -13.9% | -15.0% |
| 3Y | +18.2% | -8.4% | +26.6% | +17.0% |
| 5Y | +47.7% | -43.5% | +91.3% | +65.9% |
| 10Y | +152.5% | +86.9% | +65.6% | +134.6% |
| All | +152.5% | +78.4% | +74.1% | +134.6% |
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