-100.0%
SBFM vs VT
+75.6%
-175.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -5.0% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | -54.5% | -1.7% | -52.7% | -53.4% |
| 3M | -88.8% | -2.3% | -86.5% | -88.6% |
| 6M | -98.7% | +1.5% | -100.2% | -98.7% |
| YTD | -98.9% | +12.0% | -110.9% | -99.1% |
| 1Y | -99.2% | +12.9% | -112.1% | -99.4% |
| All | -100.0% | +75.6% | -175.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling