+375.3%
SBR vs VT
+374.2%
+1.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +6.5% | +1.0% | +5.5% | +5.9% |
| 3M | -2.9% | +2.4% | -5.3% | -4.5% |
| 6M | +4.7% | +12.0% | -7.3% | -2.9% |
| YTD | +13.9% | +15.3% | -1.4% | +3.7% |
| 1Y | +4.5% | +22.6% | -18.1% | -8.3% |
| 3Y | +43.8% | +74.7% | -30.9% | +1.3% |
| 5Y | +200.8% | +66.1% | +134.6% | +116.4% |
| 10Y | +355.6% | +225.0% | +130.6% | +121.7% |
| All | +375.3% | +374.2% | +1.1% | +54.9% |
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