+322.1%
SBR vs VT
+346.0%
-24.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.3% | -2.3% | -4.9% | -6.0% |
| 30D | -8.7% | -5.0% | -3.7% | -6.1% |
| 3M | -5.4% | -4.9% | -0.5% | -2.7% |
| 6M | -10.0% | -1.5% | -8.5% | -9.7% |
| YTD | +1.2% | +8.5% | -7.3% | -4.7% |
| 1Y | -6.3% | +11.4% | -17.6% | -13.1% |
| 3Y | +41.0% | +70.1% | -29.1% | +0.8% |
| 5Y | +138.2% | +53.7% | +84.4% | +79.3% |
| 10Y | +297.5% | +220.0% | +77.6% | +95.5% |
| All | +322.1% | +346.0% | -24.0% | +42.4% |
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