+938.9%
VTI vs SBAC
+971.0%
-32.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | -1.5% | +5.5% | -7.0% | -2.3% |
| 3M | -3.2% | +3.1% | -6.3% | -3.7% |
| 6M | +2.3% | -7.0% | +9.3% | +2.9% |
| YTD | +11.6% | +0.5% | +11.1% | +10.6% |
| 1Y | +13.8% | +0.2% | +13.5% | +12.7% |
| 3Y | +77.4% | -7.4% | +84.8% | +76.0% |
| 5Y | +64.6% | -39.7% | +104.3% | +72.1% |
| 10Y | +290.6% | +112.5% | +178.0% | +248.1% |
| All | +938.9% | +971.0% | -32.2% | +629.4% |
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