+340.8%
SBR vs VT
+221.4%
+119.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.6% | +1.0% | -2.6% | -2.2% |
| 30D | +4.1% | -0.2% | +4.3% | +4.2% |
| 3M | -2.9% | +4.5% | -7.4% | -6.1% |
| 6M | +5.6% | +14.1% | -8.5% | -4.4% |
| YTD | +13.6% | +14.8% | -1.2% | +2.3% |
| 1Y | +7.4% | +21.2% | -13.8% | -7.0% |
| 3Y | +45.4% | +76.6% | -31.2% | -5.0% |
| 5Y | +198.3% | +66.6% | +131.7% | +100.6% |
| 10Y | +340.8% | +222.3% | +118.5% | +87.3% |
| All | +340.8% | +221.4% | +119.4% | +87.3% |
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