-22.2%
SB vs VT
+345.0%
-367.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +0.7% |
| 7D | -13.1% | -4.2% | -8.9% | -8.5% |
| 30D | -17.7% | -5.8% | -11.9% | -11.6% |
| 3M | -6.7% | -5.2% | -1.4% | -0.6% |
| 6M | +1.3% | +0.1% | +1.1% | +0.2% |
| YTD | +50.5% | +8.2% | +42.3% | +35.5% |
| 1Y | +54.4% | +10.1% | +44.2% | +35.9% |
| 3Y | +147.2% | +69.7% | +77.5% | +26.1% |
| 5Y | +131.0% | +53.4% | +77.6% | +33.5% |
| 10Y | +602.3% | +219.2% | +383.1% | +76.2% |
| All | -22.2% | +345.0% | -367.2% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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