+60.9%
VEA vs SBAC
-44.9%
+105.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +0.4% | +3.9% | -3.4% | -0.3% |
| 3M | +4.8% | -8.2% | +13.0% | +6.3% |
| 6M | +11.3% | -2.8% | +14.0% | +11.1% |
| YTD | +17.4% | -1.5% | +18.9% | +16.7% |
| 1Y | +26.2% | 0.0% | +26.2% | +24.8% |
| 3Y | +77.7% | -8.4% | +86.1% | +76.6% |
| 5Y | +60.9% | -43.5% | +104.5% | +78.8% |
| All | +60.9% | -44.9% | +105.9% | +78.8% |
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 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