-100.0%
SBFM vs VT
+66.9%
-166.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.6% |
| 7D | -0.4% | +2.4% | -2.7% | -3.3% |
| 30D | -44.4% | -1.5% | -42.9% | -43.4% |
| 3M | -88.7% | -4.1% | -84.6% | -88.3% |
| 6M | -98.0% | +0.6% | -98.5% | -98.0% |
| YTD | -98.9% | +11.0% | -109.9% | -99.1% |
| 1Y | -99.2% | +13.3% | -112.5% | -99.3% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| All | -100.0% | +66.9% | -166.9% | -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