+158.3%
VEA vs SBAC
+501.5%
-343.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +2.3% | +0.6% | +1.6% | +2.0% |
| 30D | +0.2% | +5.5% | -5.3% | -1.9% |
| 3M | -5.3% | +3.1% | -8.4% | -6.8% |
| 6M | -0.9% | -7.0% | +6.1% | +0.4% |
| YTD | +12.2% | +0.5% | +11.7% | +8.9% |
| 1Y | +16.1% | +0.2% | +15.9% | +12.7% |
| 3Y | +73.0% | -7.4% | +80.3% | +68.4% |
| 5Y | +53.7% | -39.7% | +93.4% | +72.0% |
| 10Y | +159.3% | +112.5% | +46.8% | +58.8% |
| All | +158.3% | +501.5% | -343.2% | -19.9% |
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