+367.1%
VT vs SBAC
+507.0%
-139.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | -0.4% |
| 7D | -0.3% | +5.8% | -6.1% | -2.4% |
| 30D | -1.4% | +20.8% | -22.2% | -8.4% |
| 3M | -1.4% | +4.8% | -6.1% | -3.6% |
| 6M | +5.5% | -9.1% | +14.6% | +7.8% |
| YTD | +12.8% | +3.1% | +9.8% | +8.3% |
| 1Y | +15.4% | +2.2% | +13.3% | +11.1% |
| 3Y | +76.9% | -8.4% | +85.3% | +72.1% |
| 5Y | +60.4% | -38.6% | +99.1% | +79.1% |
| 10Y | +232.8% | +103.6% | +129.1% | +106.6% |
| All | +367.1% | +507.0% | -139.9% | +46.7% |
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 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