+61.4%
VWO vs SBAC
-11.3%
+72.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.3% |
| 7D | -1.7% | -5.3% | +3.6% | -1.3% |
| 30D | -0.3% | +0.4% | -0.7% | -0.3% |
| 3M | +4.0% | -11.9% | +15.9% | +5.1% |
| 6M | +8.1% | -4.5% | +12.6% | +8.4% |
| YTD | +11.6% | -4.3% | +16.0% | +11.8% |
| 1Y | +16.2% | -3.9% | +20.1% | +16.3% |
| All | +61.4% | -11.3% | +72.8% | +62.1% |
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