+420.5%
VUG vs SBAC
+78.4%
+342.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -1.7% | +3.9% | -5.5% | -2.8% |
| 3M | +2.8% | -8.2% | +11.0% | +4.9% |
| 6M | +13.6% | -2.8% | +16.4% | +12.8% |
| YTD | +8.1% | -1.5% | +9.6% | +6.5% |
| 1Y | +13.1% | 0.0% | +13.1% | +10.6% |
| 3Y | +87.0% | -8.4% | +95.4% | +81.3% |
| 5Y | +76.0% | -43.5% | +119.5% | +105.2% |
| 10Y | +420.5% | +86.9% | +333.6% | +334.4% |
| All | +420.5% | +78.4% | +342.1% | +334.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling