+189.5%
VEU vs SBAC
+657.6%
-468.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +1.0% | +3.2% | -2.3% | -0.3% |
| 3M | +5.6% | -5.1% | +10.7% | +6.9% |
| 6M | +13.7% | -2.1% | +15.8% | +12.1% |
| YTD | +17.7% | -0.5% | +18.2% | +15.0% |
| 1Y | +25.8% | +1.1% | +24.6% | +21.8% |
| 3Y | +77.1% | -7.4% | +84.6% | +72.0% |
| 5Y | +57.1% | -44.3% | +101.5% | +82.3% |
| 10Y | +149.8% | +77.6% | +72.2% | +61.0% |
| All | +189.5% | +657.6% | -468.1% | -22.4% |
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