+487.8%
VYM vs SBAC
+638.5%
-150.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -2.0% | +3.9% | -5.9% | -3.2% |
| 3M | +3.1% | -8.2% | +11.2% | +5.4% |
| 6M | +8.9% | -2.8% | +11.7% | +8.0% |
| YTD | +14.7% | -1.5% | +16.3% | +13.0% |
| 1Y | +19.4% | 0.0% | +19.4% | +16.8% |
| 3Y | +65.4% | -8.4% | +73.8% | +62.3% |
| 5Y | +77.6% | -43.5% | +121.1% | +101.1% |
| 10Y | +207.8% | +86.9% | +120.9% | +118.8% |
| All | +487.8% | +638.5% | -150.7% | +119.8% |
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