+392.1%
VNQ vs SBAC
+3,191.4%
-2,799.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -2.5% | +3.2% | -5.8% | -4.1% |
| 3M | +1.4% | -5.1% | +6.4% | +3.2% |
| 6M | +4.6% | -2.1% | +6.7% | +3.1% |
| YTD | +10.5% | -0.5% | +11.0% | +7.7% |
| 1Y | +8.4% | +1.1% | +7.3% | +4.6% |
| 3Y | +32.4% | -7.4% | +39.9% | +30.5% |
| 5Y | +5.5% | -44.3% | +49.8% | +31.4% |
| 10Y | +59.1% | +77.6% | -18.5% | +8.4% |
| All | +392.1% | +3,191.4% | -2,799.4% | +24.7% |
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