+11.6%
SBI vs VT
+221.4%
-209.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.3% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | -0.2% | +4.5% | -4.7% | -1.0% |
| 6M | -1.1% | +14.1% | -15.2% | -3.4% |
| YTD | +2.7% | +14.8% | -12.1% | +0.1% |
| 1Y | +3.5% | +21.2% | -17.7% | 0.0% |
| 3Y | +22.6% | +76.6% | -54.0% | +10.6% |
| 5Y | +0.6% | +66.6% | -66.0% | -8.8% |
| 10Y | +11.6% | +222.3% | -210.6% | -13.6% |
| All | +11.6% | +221.4% | -209.8% | -13.6% |
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 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