+173.7%
VEA vs SBAC
+497.8%
-324.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +1.0% | -0.8% | +1.7% | +1.2% |
| 30D | +1.9% | +6.9% | -5.0% | -0.5% |
| 3M | +3.2% | -8.2% | +11.4% | +5.7% |
| 6M | +10.2% | -1.6% | +11.9% | +8.6% |
| YTD | +18.9% | -0.1% | +19.0% | +16.1% |
| 1Y | +29.3% | -0.5% | +29.8% | +26.2% |
| 3Y | +76.8% | -9.1% | +85.8% | +73.4% |
| 5Y | +61.2% | -43.8% | +105.0% | +85.9% |
| 10Y | +163.3% | +80.5% | +82.8% | +73.5% |
| All | +173.7% | +497.8% | -324.1% | -14.6% |
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