+294.1%
VSH vs SBAC
+2,208.1%
-1,914.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.7% |
| 7D | +4.1% | -0.8% | +4.8% | +4.2% |
| 30D | -4.2% | +6.9% | -11.1% | -5.6% |
| 3M | -50.0% | -8.2% | -41.7% | -49.3% |
| 6M | +80.2% | -1.6% | +81.8% | +78.5% |
| YTD | +121.1% | -0.1% | +121.2% | +117.6% |
| 1Y | +112.0% | -0.5% | +112.5% | +108.6% |
| 3Y | +22.5% | -9.1% | +31.6% | +21.0% |
| 5Y | +64.0% | -43.8% | +107.8% | +78.4% |
| 10Y | +170.4% | +80.5% | +89.8% | +123.3% |
| All | +294.1% | +2,208.1% | -1,914.0% | +70.4% |
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