+6,082.2%
VTR vs SBAC
+2,110.4%
+3,971.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | -1.8% | -5.3% | +3.5% | -1.0% |
| 30D | +4.0% | +0.4% | +3.6% | +3.9% |
| 3M | +7.8% | -11.9% | +19.7% | +9.7% |
| 6M | +6.4% | -4.5% | +10.8% | +6.5% |
| YTD | +18.3% | -4.3% | +22.7% | +18.3% |
| 1Y | +33.9% | -3.9% | +37.8% | +33.8% |
| 3Y | +134.3% | -11.0% | +145.3% | +135.8% |
| 5Y | +90.3% | -44.1% | +134.3% | +103.9% |
| 10Y | +100.1% | +81.6% | +18.5% | +83.6% |
| All | +6,082.2% | +2,110.4% | +3,971.8% | +3,857.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling