-100.0%
SBFM vs VT
+63.1%
-163.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | -7.5% | -2.3% | -5.2% | -5.4% |
| 30D | -80.6% | -5.0% | -75.7% | -79.4% |
| 3M | -90.3% | -4.9% | -85.4% | -89.8% |
| 6M | -98.7% | -1.5% | -97.2% | -98.7% |
| YTD | -98.9% | +8.5% | -107.4% | -99.0% |
| 1Y | -99.2% | +11.4% | -110.6% | -99.3% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| All | -100.0% | +63.1% | -163.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling