+897.3%
VST vs SBAC
+90.0%
+807.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -4.9% | -5.9% |
| 7D | -19.9% | +4.4% | -24.3% | -20.7% |
| 30D | -29.7% | +13.8% | -43.4% | -31.7% |
| 3M | -19.6% | +9.0% | -28.5% | -21.3% |
| 6M | -29.4% | -10.0% | -19.4% | -28.4% |
| YTD | -29.7% | +1.8% | -31.5% | -31.1% |
| 1Y | -40.0% | +1.1% | -41.2% | -41.1% |
| 3Y | +231.0% | -9.5% | +240.5% | +223.3% |
| 5Y | +500.1% | -39.0% | +539.1% | +561.7% |
| 10Y | +1,004.2% | +101.1% | +903.1% | +922.3% |
| All | +897.3% | +90.0% | +807.3% | +842.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling