+204.0%
VYM vs SBAC
+87.1%
+116.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -2.2% | +2.0% | -4.3% | -2.8% |
| 3M | +3.1% | -8.3% | +11.4% | +5.0% |
| 6M | +9.7% | +0.3% | +9.4% | +8.3% |
| YTD | +14.9% | -2.2% | +17.1% | +13.9% |
| 1Y | +17.6% | -4.6% | +22.2% | +17.2% |
| 3Y | +65.3% | -8.3% | +73.6% | +62.9% |
| 5Y | +78.7% | -42.8% | +121.6% | +100.4% |
| All | +204.0% | +87.1% | +116.9% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling