+1,238.2%
VST vs SBAC
+85.7%
+1,152.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +9.9% | -0.1% | +9.9% | +9.9% |
| 30D | +7.9% | +3.2% | +4.7% | +7.2% |
| 3M | +3.4% | -5.1% | +8.5% | +4.0% |
| 6M | -4.1% | -2.1% | -2.0% | -4.8% |
| YTD | -5.7% | -0.5% | -5.2% | -6.8% |
| 1Y | -18.9% | +1.1% | -20.0% | -20.2% |
| 3Y | +359.1% | -7.4% | +366.5% | +343.7% |
| 5Y | +766.9% | -44.3% | +811.2% | +883.9% |
| All | +1,238.2% | +85.7% | +1,152.5% | +1,175.4% |
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 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