+740.0%
VTV vs SBAC
+4,738.2%
-3,998.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +3.8% | +5.5% | -1.7% | +2.1% |
| 3M | +1.6% | +3.1% | -1.5% | +0.3% |
| 6M | +11.2% | -7.0% | +18.2% | +12.5% |
| YTD | +22.0% | +0.5% | +21.5% | +19.2% |
| 1Y | +24.9% | +0.2% | +24.7% | +22.1% |
| 3Y | +78.5% | -7.4% | +85.8% | +75.1% |
| 5Y | +77.8% | -39.7% | +117.5% | +94.9% |
| 10Y | +231.1% | +112.5% | +118.5% | +138.8% |
| All | +740.0% | +4,738.2% | -3,998.2% | +207.7% |
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