+341.6%
SBFG vs VT
+345.0%
-3.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -4.2% |
| 7D | -8.1% | -4.2% | -3.9% | -7.0% |
| 30D | -2.7% | -5.8% | +3.1% | -1.1% |
| 3M | +8.8% | -5.2% | +14.1% | +10.4% |
| 6M | +33.4% | +0.1% | +33.3% | +33.3% |
| YTD | +31.5% | +8.2% | +23.3% | +28.6% |
| 1Y | +43.2% | +10.1% | +33.1% | +39.4% |
| 3Y | +126.0% | +69.7% | +56.3% | +96.2% |
| 5Y | +86.1% | +53.4% | +32.7% | +64.7% |
| 10Y | +211.9% | +219.2% | -7.4% | +138.6% |
| All | +341.6% | +345.0% | -3.4% | +257.2% |
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 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