+608.4%
VST vs SBAC
-39.6%
+648.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +6.6% | +0.6% | +6.0% | +6.5% |
| 30D | -12.4% | +5.5% | -17.8% | -13.0% |
| 3M | -9.0% | +3.1% | -12.1% | -9.6% |
| 6M | -6.4% | -7.0% | +0.6% | -6.0% |
| YTD | -17.2% | +0.5% | -17.7% | -17.9% |
| 1Y | -22.0% | +0.2% | -22.2% | -22.6% |
| 3Y | +296.7% | -7.4% | +304.0% | +286.1% |
| All | +608.4% | -39.6% | +648.0% | +743.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling