-34.9%
SBH vs VT
+221.8%
-256.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.3% |
| 7D | +3.5% | +2.4% | +1.2% | +0.6% |
| 30D | +17.7% | -1.5% | +19.2% | +19.7% |
| 3M | +14.6% | -4.1% | +18.8% | +20.4% |
| 6M | +55.3% | +0.6% | +54.7% | +53.2% |
| YTD | +33.0% | +11.0% | +21.9% | +15.4% |
| 1Y | +31.2% | +13.3% | +17.9% | +10.8% |
| 3Y | +133.2% | +73.4% | +59.8% | +16.4% |
| 5Y | -7.4% | +57.4% | -64.8% | -47.2% |
| All | -34.9% | +221.8% | -256.6% | -78.2% |
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