-89.7%
SBLK vs VT
+374.2%
-463.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.4% | +0.4% | +5.9% | +5.8% |
| 30D | +19.5% | +1.0% | +18.6% | +18.3% |
| 3M | +25.4% | +2.4% | +23.0% | +21.9% |
| 6M | +35.0% | +12.0% | +23.0% | +19.3% |
| YTD | +80.0% | +15.3% | +64.6% | +53.9% |
| 1Y | +82.0% | +22.6% | +59.4% | +45.7% |
| 3Y | +126.5% | +74.7% | +51.8% | +23.1% |
| 5Y | +141.0% | +66.1% | +74.9% | +38.8% |
| 10Y | +1,388.7% | +225.0% | +1,163.7% | +327.5% |
| All | -89.7% | +374.2% | -463.9% | -98.1% |
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