+1,112.0%
VST vs SBAC
+93.8%
+1,018.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.9% | +12.4% | +10.9% |
| 7D | -9.8% | +1.2% | -11.0% | -10.2% |
| 30D | -25.1% | +11.2% | -36.3% | -27.0% |
| 3M | -11.6% | +4.5% | -16.0% | -12.7% |
| 6M | -20.9% | -12.2% | -8.8% | -19.5% |
| YTD | -22.3% | -0.1% | -22.2% | -23.6% |
| 1Y | -32.0% | -0.3% | -31.8% | -33.1% |
| 3Y | +262.4% | -8.7% | +271.1% | +252.0% |
| 5Y | +563.4% | -40.2% | +603.5% | +633.5% |
| All | +1,112.0% | +93.8% | +1,018.3% | +1,104.9% |
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