-33.3%
SBGI vs VT
+66.2%
-99.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.6% |
| 30D | +1.0% | +1.0% | +0.1% | -0.2% |
| 3M | +1.3% | +2.4% | -1.0% | -2.4% |
| 6M | -4.9% | +12.0% | -16.9% | -18.4% |
| YTD | -4.8% | +15.3% | -20.2% | -21.6% |
| 1Y | +5.7% | +22.6% | -16.9% | -20.1% |
| 3Y | +50.5% | +74.7% | -24.1% | -28.4% |
| All | -33.3% | +66.2% | -99.5% | -67.6% |
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