+361.6%
SBFG vs VT
+374.2%
-12.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +8.4% | +0.4% | +8.0% | +8.3% |
| 30D | +13.8% | +1.0% | +12.8% | +13.4% |
| 3M | +36.5% | +2.4% | +34.1% | +35.5% |
| 6M | +47.2% | +12.0% | +35.2% | +42.7% |
| YTD | +37.5% | +15.3% | +22.1% | +32.1% |
| 1Y | +40.0% | +22.6% | +17.4% | +32.4% |
| 3Y | +129.7% | +74.7% | +55.0% | +97.6% |
| 5Y | +102.1% | +66.1% | +36.0% | +75.1% |
| 10Y | +231.0% | +225.0% | +6.0% | +150.2% |
| All | +361.6% | +374.2% | -12.6% | +267.0% |
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