+2,267.4%
VGT vs SBAC
+4,708.6%
-2,441.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +1.3% | +6.9% | -5.6% | -0.8% |
| 3M | -1.1% | -8.2% | +7.1% | +0.8% |
| 6M | +32.6% | -1.6% | +34.3% | +30.8% |
| YTD | +29.0% | -0.1% | +29.1% | +26.1% |
| 1Y | +39.7% | -0.5% | +40.2% | +36.4% |
| 3Y | +120.9% | -9.1% | +130.0% | +114.8% |
| 5Y | +133.6% | -43.8% | +177.3% | +163.9% |
| 10Y | +792.6% | +80.5% | +712.0% | +577.1% |
| All | +2,267.4% | +4,708.6% | -2,441.2% | +713.9% |
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