+6,009.8%
VTR vs SBAC
+2,175.2%
+3,834.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -2.8% | +3.9% | -6.6% | -3.4% |
| 3M | +9.0% | -8.2% | +17.2% | +10.2% |
| 6M | +5.0% | -2.8% | +7.7% | +4.8% |
| YTD | +16.9% | -1.5% | +18.5% | +16.4% |
| 1Y | +34.3% | 0.0% | +34.3% | +33.3% |
| 3Y | +131.6% | -8.4% | +140.0% | +132.1% |
| 5Y | +88.0% | -43.5% | +131.5% | +101.2% |
| 10Y | +97.8% | +86.9% | +10.9% | +80.7% |
| All | +6,009.8% | +2,175.2% | +3,834.5% | +3,794.2% |
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