+179.5%
VSH vs SBAC
+78.4%
+101.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +3.5% | +0.2% | +3.4% | +3.4% |
| 30D | -4.4% | +3.9% | -8.2% | -5.4% |
| 3M | -45.8% | -8.2% | -37.6% | -44.9% |
| 6M | +90.1% | -2.8% | +92.9% | +88.8% |
| YTD | +120.3% | -1.5% | +121.9% | +117.1% |
| 1Y | +112.2% | 0.0% | +112.2% | +107.8% |
| 3Y | +36.6% | -8.4% | +45.0% | +33.3% |
| 5Y | +67.0% | -43.5% | +110.6% | +89.4% |
| 10Y | +179.5% | +86.9% | +92.6% | +134.7% |
| All | +179.5% | +78.4% | +101.1% | +134.7% |
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 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