+641.9%
VST vs SBAC
-39.8%
+681.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.8% |
| 7D | +10.9% | -2.8% | +13.7% | +11.2% |
| 30D | -15.6% | +3.1% | -18.7% | -16.0% |
| 3M | -7.8% | +5.1% | -12.9% | -8.6% |
| 6M | -12.0% | -11.4% | -0.6% | -10.9% |
| YTD | -16.9% | +0.2% | -17.1% | -17.6% |
| 1Y | -25.1% | -3.9% | -21.2% | -25.2% |
| 3Y | +297.1% | -7.7% | +304.7% | +286.6% |
| 5Y | +641.9% | -39.7% | +681.7% | +780.0% |
| All | +641.9% | -39.8% | +681.7% | +780.0% |
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 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