+98.3%
SBRA vs VT
+355.4%
-257.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +12.4% | -3.1% | +15.5% | +15.1% |
| 3M | +4.7% | -3.5% | +8.2% | +7.5% |
| 6M | +5.8% | +0.5% | +5.3% | +4.4% |
| YTD | +17.7% | +10.8% | +6.9% | +6.2% |
| 1Y | +18.7% | +11.9% | +6.8% | +6.1% |
| 3Y | +86.2% | +73.0% | +13.2% | +12.1% |
| 5Y | +112.4% | +58.6% | +53.8% | +36.8% |
| 10Y | +135.1% | +219.2% | -84.0% | -9.1% |
| All | +98.3% | +355.4% | -257.1% | -48.9% |
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