+313.4%
SBS vs VT
+53.4%
+259.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.3% |
| 7D | +5.9% | -2.3% | +8.3% | +7.7% |
| 30D | -24.5% | -5.0% | -19.5% | -21.8% |
| 3M | -10.4% | -4.9% | -5.6% | -7.2% |
| 6M | -27.5% | -1.5% | -25.9% | -26.7% |
| YTD | +1.4% | +8.5% | -7.1% | -4.3% |
| 1Y | -5.3% | +11.4% | -16.7% | -12.2% |
| 3Y | +105.9% | +70.1% | +35.9% | +41.4% |
| All | +313.4% | +53.4% | +259.9% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling