+165.8%
VXUS vs SBAC
+414.5%
-248.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | +0.5% | +3.6% | -3.2% | -0.5% |
| 30D | -2.5% | +4.9% | -7.4% | -4.0% |
| 3M | -4.6% | +6.5% | -11.1% | -6.6% |
| 6M | -2.6% | -11.1% | +8.5% | -0.2% |
| YTD | +10.4% | +0.9% | +9.4% | +7.9% |
| 1Y | +12.9% | -1.6% | +14.4% | +11.1% |
| 3Y | +68.4% | -7.0% | +75.4% | +65.0% |
| 5Y | +47.7% | -39.2% | +86.9% | +63.3% |
| 10Y | +142.2% | +111.4% | +30.9% | +52.9% |
| All | +165.8% | +414.5% | -248.7% | -12.9% |
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