+850.3%
VMC vs SBAC
+2,232.4%
-1,382.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.1% | +3.6% | -2.5% | +0.7% |
| 30D | +17.7% | +4.9% | +12.8% | +16.9% |
| 3M | +1.1% | +6.5% | -5.4% | +0.1% |
| 6M | +1.8% | -11.1% | +13.0% | +3.0% |
| YTD | +1.5% | +0.9% | +0.6% | +0.7% |
| 1Y | -1.1% | -1.6% | +0.4% | -1.6% |
| 3Y | +38.8% | -7.0% | +45.7% | +38.1% |
| 5Y | +49.6% | -39.2% | +88.8% | +56.2% |
| 10Y | +130.6% | +111.4% | +19.2% | +106.0% |
| All | +850.3% | +2,232.4% | -1,382.1% | +550.2% |
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