+297.5%
VST vs SBAC
-8.2%
+305.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.4% |
| 7D | -0.5% | +3.0% | -3.5% | 0.0% |
| 30D | -17.1% | +4.3% | -21.4% | -16.5% |
| 3M | -4.6% | +4.1% | -8.7% | -4.3% |
| 6M | -9.1% | -11.6% | +2.6% | -9.6% |
| YTD | -16.6% | +0.4% | -17.0% | -16.1% |
| 1Y | -29.5% | -1.1% | -28.4% | -29.2% |
| 3Y | +297.5% | -7.3% | +304.8% | +294.0% |
| All | +297.5% | -8.2% | +305.7% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling