+53.4%
VT vs SBAC
-39.7%
+93.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.9% |
| 7D | -4.2% | +4.4% | -8.6% | -4.9% |
| 30D | -5.8% | +13.8% | -19.6% | -8.0% |
| 3M | -5.2% | +9.0% | -14.2% | -6.8% |
| 6M | +0.1% | -10.0% | +10.2% | +1.7% |
| YTD | +8.2% | +1.8% | +6.4% | +6.7% |
| 1Y | +10.1% | +1.1% | +9.0% | +8.7% |
| 3Y | +69.7% | -9.5% | +79.2% | +69.0% |
| 5Y | +53.4% | -39.0% | +92.4% | +70.7% |
| All | +53.4% | -39.7% | +93.1% | +70.7% |
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