+167.6%
VXUS vs SBAC
+411.6%
-244.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.7% |
| 7D | +0.8% | +3.0% | -2.2% | -0.1% |
| 30D | -1.9% | +4.3% | -6.2% | -3.2% |
| 3M | -4.4% | +4.1% | -8.6% | -5.8% |
| 6M | -2.0% | -11.6% | +9.6% | +0.6% |
| YTD | +11.1% | +0.4% | +10.8% | +8.8% |
| 1Y | +15.1% | -1.1% | +16.2% | +13.1% |
| 3Y | +70.4% | -7.3% | +77.7% | +67.1% |
| 5Y | +47.2% | -40.8% | +87.9% | +64.2% |
| 10Y | +142.3% | +103.0% | +39.3% | +55.6% |
| All | +167.6% | +411.6% | -244.0% | -12.2% |
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