+1,250.4%
VUG vs SBAC
+4,708.6%
-3,458.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | -0.3% | +6.9% | -7.2% | -2.3% |
| 3M | -0.7% | -8.2% | +7.5% | +1.3% |
| 6M | +14.6% | -1.6% | +16.3% | +13.3% |
| YTD | +9.0% | -0.1% | +9.1% | +6.9% |
| 1Y | +14.9% | -0.5% | +15.3% | +12.5% |
| 3Y | +86.0% | -9.1% | +95.1% | +81.8% |
| 5Y | +76.7% | -43.8% | +120.5% | +99.2% |
| 10Y | +411.3% | +80.5% | +330.8% | +294.3% |
| All | +1,250.4% | +4,708.6% | -3,458.2% | +405.6% |
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