-100.0%
SBFM vs VT
+72.5%
-172.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | +1.8% | +1.0% | +0.8% | +0.4% |
| 30D | -6.5% | -0.2% | -6.3% | -6.3% |
| 3M | -52.7% | +4.5% | -57.2% | -55.1% |
| 6M | -89.6% | +14.1% | -103.7% | -91.2% |
| YTD | -90.7% | +14.8% | -105.4% | -92.2% |
| 1Y | -91.8% | +21.2% | -113.0% | -93.6% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +72.5% | -172.5% | -100.0% |
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 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