-32.5%
SBH vs VT
+224.4%
-256.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.6% | -7.8% |
| 7D | -0.1% | -0.7% | +0.6% | +0.6% |
| 30D | +23.0% | -1.7% | +24.7% | +25.4% |
| 3M | +14.1% | -2.3% | +16.4% | +17.1% |
| 6M | +48.1% | +1.5% | +46.6% | +44.3% |
| YTD | +34.8% | +12.0% | +22.7% | +15.6% |
| 1Y | +31.9% | +12.9% | +19.0% | +12.0% |
| 3Y | +131.0% | +74.9% | +56.1% | +14.0% |
| 5Y | -3.8% | +59.9% | -63.7% | -46.2% |
| 10Y | -32.5% | +224.6% | -257.1% | -77.3% |
| All | -32.5% | +224.4% | -256.8% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling