-3.6%
SBCF vs VT
+374.2%
-377.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +0.7% | +0.4% | +0.2% | +0.2% |
| 30D | -1.2% | +1.0% | -2.1% | -2.3% |
| 3M | +15.4% | +2.4% | +13.0% | +11.5% |
| 6M | +11.3% | +12.0% | -0.7% | -3.7% |
| YTD | +11.5% | +15.3% | -3.9% | -6.8% |
| 1Y | +12.0% | +22.6% | -10.6% | -13.0% |
| 3Y | +54.7% | +74.7% | -20.0% | -20.7% |
| 5Y | +24.2% | +66.1% | -42.0% | -32.8% |
| 10Y | +122.1% | +225.0% | -102.9% | -43.7% |
| All | -3.6% | +374.2% | -377.7% | -85.0% |
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