+35.6%
VSH vs SBAC
-9.5%
+45.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | -11.1% | +3.2% | -14.4% | -11.3% |
| 3M | -44.9% | -5.1% | -39.9% | -44.6% |
| 6M | +90.0% | -2.1% | +92.1% | +90.0% |
| YTD | +118.8% | -0.5% | +119.3% | +118.4% |
| 1Y | +109.0% | +1.1% | +107.9% | +108.1% |
| 3Y | +35.6% | -7.4% | +43.1% | +33.6% |
| All | +35.6% | -9.5% | +45.2% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling