+93.3%
SBRA vs VT
+374.2%
-280.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +0.1% | +1.0% | -0.9% | -0.8% |
| 3M | +19.4% | +2.4% | +17.0% | +16.4% |
| 6M | +5.7% | +12.0% | -6.3% | -4.8% |
| YTD | +14.7% | +15.3% | -0.7% | +0.4% |
| 1Y | +15.7% | +22.6% | -6.9% | -4.1% |
| 3Y | +98.5% | +74.7% | +23.8% | +19.1% |
| 5Y | +88.1% | +66.1% | +22.0% | +16.8% |
| 10Y | +81.6% | +225.0% | -143.4% | -30.7% |
| All | +93.3% | +374.2% | -280.9% | -51.7% |
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