+767.0%
VMC vs SBAC
+2,208.1%
-1,441.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | -8.2% | +6.9% | -15.2% | -9.1% |
| 3M | -7.0% | -8.2% | +1.2% | -6.2% |
| 6M | -10.8% | -1.6% | -9.1% | -11.0% |
| YTD | -7.4% | -0.1% | -7.3% | -7.9% |
| 1Y | -9.5% | -0.5% | -9.0% | -10.0% |
| 3Y | +20.5% | -9.1% | +29.5% | +20.2% |
| 5Y | +51.6% | -43.8% | +95.4% | +60.0% |
| 10Y | +150.0% | +80.5% | +69.5% | +127.5% |
| All | +767.0% | +2,208.1% | -1,441.1% | +494.7% |
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