+74.0%
VTI vs SBAC
-45.4%
+119.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.0% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | +4.5% | -11.9% | +16.4% | +6.9% |
| 6M | +12.6% | -4.5% | +17.1% | +12.6% |
| YTD | +12.0% | -4.3% | +16.3% | +11.7% |
| 1Y | +17.3% | -3.9% | +21.2% | +16.8% |
| 3Y | +75.3% | -11.0% | +86.3% | +73.4% |
| 5Y | +74.0% | -44.1% | +118.1% | +100.7% |
| All | +74.0% | -45.4% | +119.4% | +100.7% |
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