+198.6%
SBFG vs VT
+223.7%
-25.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.0% |
| 7D | -10.1% | +0.4% | -10.5% | -10.3% |
| 30D | -3.3% | -2.6% | -0.7% | -2.0% |
| 3M | +5.4% | -3.2% | +8.6% | +7.1% |
| 6M | +28.5% | +0.9% | +27.5% | +27.5% |
| YTD | +29.5% | +11.3% | +18.2% | +21.9% |
| 1Y | +34.2% | +14.0% | +20.2% | +24.7% |
| 3Y | +131.9% | +75.8% | +56.1% | +69.7% |
| 5Y | +79.7% | +57.8% | +21.9% | +39.0% |
| 10Y | +198.6% | +219.8% | -21.2% | +35.1% |
| All | +198.6% | +223.7% | -25.1% | +35.1% |
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