+1,216.9%
VST vs SBAC
+86.4%
+1,130.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +8.9% | -0.8% | +9.7% | +9.0% |
| 30D | +6.2% | +6.9% | -0.7% | +4.7% |
| 3M | -2.7% | -8.2% | +5.5% | -1.4% |
| 6M | -8.4% | -1.6% | -6.7% | -9.1% |
| YTD | -7.2% | -0.1% | -7.1% | -8.4% |
| 1Y | -20.9% | -0.5% | -20.4% | -21.9% |
| 3Y | +384.0% | -9.1% | +393.1% | +370.8% |
| 5Y | +757.1% | -43.8% | +800.9% | +870.2% |
| All | +1,216.9% | +86.4% | +1,130.4% | +1,154.1% |
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