+25.8%
VTEB vs SBAC
+75.6%
-49.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.1% | +3.9% | -5.9% | -2.2% |
| 3M | -2.7% | -8.2% | +5.5% | -2.4% |
| 6M | -2.1% | -2.8% | +0.7% | -2.2% |
| YTD | -1.1% | -1.5% | +0.4% | -1.3% |
| 1Y | +1.3% | 0.0% | +1.3% | +1.1% |
| 3Y | +9.0% | -8.4% | +17.4% | +8.9% |
| 5Y | +1.5% | -43.5% | +45.0% | +2.8% |
| 10Y | +18.5% | +86.9% | -68.4% | +18.3% |
| All | +25.8% | +75.6% | -49.8% | +25.6% |
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 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