+143.3%
SBIO vs VT
+227.9%
-84.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | -0.3% | +2.4% | -2.6% | -3.0% |
| 30D | +8.7% | -1.5% | +10.2% | +10.9% |
| 3M | -16.9% | -4.1% | -12.7% | -12.4% |
| 6M | -0.2% | +0.6% | -0.7% | -0.9% |
| YTD | +8.6% | +11.0% | -2.4% | -4.4% |
| 1Y | +22.9% | +13.3% | +9.5% | +5.5% |
| 3Y | +141.3% | +73.4% | +67.9% | +24.4% |
| 5Y | +24.4% | +57.4% | -33.0% | -26.9% |
| 10Y | +134.7% | +221.7% | -87.0% | -42.2% |
| All | +143.3% | +227.9% | -84.6% | -41.5% |
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