+85.8%
VTRS vs SBAC
+2,175.2%
-2,089.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | +2.1% | +3.9% | -1.7% | +1.7% |
| 3M | +2.6% | -8.2% | +10.8% | +3.4% |
| 6M | +17.8% | -2.8% | +20.6% | +17.5% |
| YTD | +35.7% | -1.5% | +37.2% | +35.1% |
| 1Y | +63.5% | 0.0% | +63.5% | +62.5% |
| 3Y | +85.1% | -8.4% | +93.5% | +84.9% |
| 5Y | +42.5% | -43.5% | +86.0% | +48.8% |
| 10Y | -48.2% | +86.9% | -135.1% | -52.4% |
| All | +85.8% | +2,175.2% | -2,089.4% | +40.7% |
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