+718.4%
VTV vs SBAC
+4,689.6%
-3,971.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.1% | +3.2% | -3.1% | -0.8% |
| 3M | +6.2% | -5.1% | +11.3% | +7.3% |
| 6M | +13.5% | -2.1% | +15.6% | +12.5% |
| YTD | +18.9% | -0.5% | +19.4% | +16.9% |
| 1Y | +25.8% | +1.1% | +24.7% | +22.9% |
| 3Y | +68.7% | -7.4% | +76.2% | +65.6% |
| 5Y | +80.3% | -44.3% | +124.7% | +103.0% |
| 10Y | +226.3% | +77.6% | +148.8% | +149.0% |
| All | +718.4% | +4,689.6% | -3,971.2% | +201.6% |
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 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