-100.0%
SBFM vs VT
+73.4%
-173.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.5% |
| 30D | -14.3% | +1.0% | -15.3% | -15.6% |
| 3M | -55.6% | +2.4% | -58.0% | -56.8% |
| 6M | -90.1% | +12.0% | -102.1% | -91.4% |
| YTD | -90.7% | +15.3% | -106.1% | -92.3% |
| 1Y | -92.0% | +22.6% | -114.6% | -93.9% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +73.4% | -173.4% | -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 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