+53.4%
VT vs SBAC
-40.3%
+93.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -5.0% | +11.2% | -16.1% | -6.8% |
| 3M | -4.9% | +4.5% | -9.3% | -5.8% |
| 6M | -1.5% | -12.2% | +10.6% | +0.4% |
| YTD | +8.5% | -0.1% | +8.6% | +7.3% |
| 1Y | +11.4% | -0.3% | +11.6% | +10.2% |
| 3Y | +70.1% | -8.7% | +78.8% | +68.5% |
| All | +53.4% | -40.3% | +93.7% | +72.1% |
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 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