+77.5%
VYM vs SBAC
-43.5%
+121.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.4% |
| 30D | -2.2% | +2.0% | -4.3% | -2.6% |
| 3M | +3.1% | -8.3% | +11.4% | +4.5% |
| 6M | +9.7% | +0.3% | +9.4% | +8.8% |
| YTD | +14.9% | -2.2% | +17.1% | +14.3% |
| 1Y | +17.6% | -4.6% | +22.2% | +17.5% |
| 3Y | +65.3% | -8.3% | +73.6% | +63.8% |
| All | +77.5% | -43.5% | +121.0% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling