-91.0%
SBLK vs VT
+357.8%
-448.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.3% |
| 7D | +7.4% | +2.9% | +4.5% | +4.2% |
| 30D | -4.5% | -2.5% | -2.0% | -2.0% |
| 3M | +5.2% | -3.3% | +8.5% | +8.8% |
| 6M | +9.3% | +1.5% | +7.8% | +6.9% |
| YTD | +58.0% | +11.4% | +46.6% | +39.9% |
| 1Y | +62.6% | +11.9% | +50.6% | +43.0% |
| 3Y | +90.4% | +73.9% | +16.5% | +3.8% |
| 5Y | +163.6% | +57.9% | +105.7% | +59.2% |
| 10Y | +927.0% | +222.6% | +704.4% | +196.3% |
| All | -91.0% | +357.8% | -448.8% | -98.2% |
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