+55.1%
VEU vs SBAC
-43.5%
+98.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | -0.4% | +2.0% | -2.4% | -0.8% |
| 3M | +2.5% | -8.3% | +10.8% | +3.9% |
| 6M | +11.1% | +0.3% | +10.8% | +10.3% |
| YTD | +16.5% | -2.2% | +18.7% | +16.0% |
| 1Y | +22.9% | -4.6% | +27.6% | +22.9% |
| 3Y | +73.4% | -8.3% | +81.7% | +72.2% |
| All | +55.1% | -43.5% | +98.6% | +70.3% |
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