-49.4%
SBC vs VT
+103.8%
-153.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -4.5% | -2.3% | -2.1% | -3.6% |
| 30D | -5.6% | -5.0% | -0.7% | -3.8% |
| 3M | +69.7% | -4.9% | +74.6% | +73.0% |
| 6M | +56.5% | -1.5% | +58.1% | +57.6% |
| YTD | +16.9% | +8.5% | +8.5% | +14.1% |
| 1Y | +63.6% | +11.4% | +52.3% | +58.5% |
| 3Y | -52.8% | +70.1% | -122.8% | -56.6% |
| All | -49.4% | +103.8% | -153.2% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling