+2,072.9%
VGT vs SBAC
+4,738.2%
-2,665.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +2.5% | +0.6% | +1.8% | +2.2% |
| 30D | -9.5% | +5.5% | -15.0% | -11.2% |
| 3M | -9.5% | +3.1% | -12.6% | -10.8% |
| 6M | -1.8% | -7.0% | +5.3% | -0.9% |
| YTD | +18.4% | +0.5% | +17.9% | +15.0% |
| 1Y | +18.7% | +0.2% | +18.5% | +15.4% |
| 3Y | +103.8% | -7.4% | +111.2% | +96.7% |
| 5Y | +104.4% | -39.7% | +144.1% | +124.9% |
| 10Y | +716.9% | +112.5% | +604.3% | +486.8% |
| All | +2,072.9% | +4,738.2% | -2,665.2% | +642.3% |
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 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