+172.8%
VEU vs SBAC
+665.3%
-492.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | -0.9% | +5.5% | -6.4% | -3.1% |
| 3M | -5.4% | +3.1% | -8.5% | -6.9% |
| 6M | -1.8% | -7.0% | +5.2% | -0.5% |
| YTD | +10.9% | +0.5% | +10.4% | +7.4% |
| 1Y | +13.6% | +0.2% | +13.3% | +10.1% |
| 3Y | +69.3% | -7.4% | +76.6% | +64.2% |
| 5Y | +48.1% | -39.7% | +87.8% | +65.8% |
| 10Y | +148.0% | +112.5% | +35.4% | +46.8% |
| All | +172.8% | +665.3% | -492.5% | -27.5% |
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