+33.8%
VWO vs SBAC
-43.5%
+77.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | -0.1% | +2.0% | -2.1% | -0.4% |
| 3M | +2.2% | -8.3% | +10.5% | +3.3% |
| 6M | +8.8% | +0.3% | +8.4% | +8.1% |
| YTD | +12.4% | -2.2% | +14.6% | +12.0% |
| 1Y | +15.6% | -4.6% | +20.2% | +15.6% |
| 3Y | +62.5% | -8.3% | +70.8% | +61.6% |
| All | +33.8% | -43.5% | +77.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling