+84.5%
VTR vs SBAC
-43.5%
+128.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +1.1% | +2.0% | -0.9% | +0.3% |
| 3M | +7.9% | -8.3% | +16.2% | +10.7% |
| 6M | +6.2% | +0.3% | +5.8% | +4.4% |
| YTD | +17.7% | -2.2% | +19.9% | +16.6% |
| 1Y | +32.9% | -4.6% | +37.5% | +32.7% |
| 3Y | +129.7% | -8.3% | +138.0% | +128.3% |
| All | +84.5% | -43.5% | +128.0% | +117.4% |
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 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