+138.2%
VSH vs SBAC
+109.8%
+28.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.9% |
| 7D | +12.8% | -2.8% | +15.6% | +13.5% |
| 30D | -9.0% | +3.1% | -12.1% | -10.0% |
| 3M | -12.2% | +5.1% | -17.3% | -13.7% |
| 6M | -15.9% | -11.4% | -4.5% | -14.2% |
| YTD | +103.2% | +0.2% | +103.0% | +98.5% |
| 1Y | +108.4% | -3.9% | +112.4% | +106.2% |
| 3Y | +41.6% | -7.7% | +49.2% | +37.7% |
| 5Y | +54.6% | -39.7% | +94.3% | +71.3% |
| 10Y | +138.2% | +111.9% | +26.3% | +96.3% |
| All | +138.2% | +109.8% | +28.3% | +96.3% |
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