+228.4%
SBFG vs VT
+222.7%
+5.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +8.4% | +0.4% | +8.0% | +8.2% |
| 30D | +13.8% | +1.0% | +12.8% | +13.2% |
| 3M | +36.5% | +2.4% | +34.1% | +34.6% |
| 6M | +47.2% | +12.0% | +35.2% | +38.5% |
| YTD | +37.5% | +15.3% | +22.1% | +27.3% |
| 1Y | +40.0% | +22.6% | +17.4% | +25.5% |
| 3Y | +129.7% | +74.7% | +55.0% | +69.6% |
| 5Y | +102.1% | +66.1% | +36.0% | +52.6% |
| All | +228.4% | +222.7% | +5.6% | +69.7% |
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