+840.5%
VMC vs SBAC
+2,215.3%
-1,374.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -4.3% | -2.8% | -1.5% | -3.9% |
| 30D | +16.2% | +3.1% | +13.1% | +15.7% |
| 3M | -0.8% | +5.1% | -6.0% | -1.6% |
| 6M | +1.2% | -11.4% | +12.6% | +2.4% |
| YTD | +0.5% | +0.2% | +0.3% | -0.3% |
| 1Y | -2.9% | -3.9% | +1.0% | -3.1% |
| 3Y | +37.3% | -7.7% | +45.0% | +36.8% |
| 5Y | +48.8% | -39.7% | +88.5% | +55.6% |
| 10Y | +131.4% | +111.9% | +19.5% | +106.7% |
| All | +840.5% | +2,215.3% | -1,374.8% | +544.2% |
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