+205.2%
SBH vs VT
+345.0%
-139.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +1.9% |
| 7D | +2.8% | -4.2% | +7.0% | +7.8% |
| 30D | +15.3% | -5.8% | +21.1% | +23.0% |
| 3M | +18.7% | -5.2% | +23.9% | +25.8% |
| 6M | +36.4% | +0.1% | +36.3% | +35.5% |
| YTD | +31.4% | +8.2% | +23.2% | +19.4% |
| 1Y | +29.9% | +10.1% | +19.7% | +15.7% |
| 3Y | +102.2% | +69.7% | +32.5% | +12.8% |
| 5Y | +1.7% | +53.4% | -51.6% | -35.6% |
| 10Y | -26.5% | +219.2% | -245.7% | -77.9% |
| All | +205.2% | +345.0% | -139.8% | -35.9% |
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