+119.7%
SBCF vs VT
+223.7%
-104.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.4% |
| 7D | +0.4% | +0.4% | 0.0% | -0.3% |
| 30D | +7.5% | -2.6% | +10.1% | +10.7% |
| 3M | -0.7% | -3.2% | +2.5% | +2.9% |
| 6M | +11.0% | +0.9% | +10.1% | +8.6% |
| YTD | +10.5% | +11.3% | -0.8% | -4.7% |
| 1Y | +13.0% | +14.0% | -1.0% | -5.4% |
| 3Y | +72.7% | +75.8% | -3.1% | -15.9% |
| 5Y | +2.9% | +57.8% | -54.9% | -42.3% |
| 10Y | +119.7% | +219.8% | -100.1% | -50.2% |
| All | +119.7% | +223.7% | -104.0% | -50.2% |
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