-83.5%
SBIT vs VT
+53.9%
-137.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.8% |
| 7D | -7.0% | +0.4% | -7.5% | -5.5% |
| 30D | -37.5% | +1.0% | -38.4% | -35.4% |
| 3M | -43.2% | +2.4% | -45.6% | -37.8% |
| 6M | -30.1% | +12.0% | -42.1% | +1.3% |
| YTD | -18.0% | +15.3% | -33.3% | +33.9% |
| 1Y | +13.2% | +22.6% | -9.4% | +123.4% |
| All | -83.5% | +53.9% | -137.4% | -17.4% |
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