+87.1%
VTRS vs SBAC
-9.4%
+96.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | +3.3% | +2.0% | +1.3% | +2.9% |
| 3M | +2.0% | -8.3% | +10.3% | +3.5% |
| 6M | +19.9% | +0.3% | +19.6% | +19.2% |
| YTD | +35.7% | -2.2% | +37.9% | +35.4% |
| 1Y | +68.1% | -4.6% | +72.7% | +68.8% |
| 3Y | +87.1% | -8.3% | +95.4% | +87.6% |
| All | +87.1% | -9.4% | +96.4% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling