+377.4%
VT vs SBAC
+488.2%
-110.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +1.0% | +6.9% | -5.9% | -1.5% |
| 3M | +2.4% | -8.2% | +10.6% | +4.9% |
| 6M | +12.0% | -1.6% | +13.6% | +10.3% |
| YTD | +15.3% | -0.1% | +15.5% | +12.5% |
| 1Y | +22.6% | -0.5% | +23.0% | +19.4% |
| 3Y | +74.7% | -9.1% | +83.7% | +70.3% |
| 5Y | +66.1% | -43.8% | +109.9% | +92.6% |
| 10Y | +225.0% | +80.5% | +144.5% | +113.2% |
| All | +377.4% | +488.2% | -110.8% | +52.4% |
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