-20.9%
VST vs SBAC
-3.2%
-17.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.5% |
| 7D | +8.9% | -0.8% | +9.7% | +8.9% |
| 30D | +6.2% | +6.9% | -0.7% | +6.5% |
| 3M | -2.7% | -8.2% | +5.5% | -1.6% |
| 6M | -8.4% | -1.6% | -6.7% | -5.6% |
| YTD | -7.2% | -0.1% | -7.1% | -4.8% |
| 1Y | -20.9% | -0.5% | -20.4% | -17.5% |
| All | -20.9% | -3.2% | -17.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling