+310.7%
SBS vs VT
+57.0%
+253.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.9% |
| 7D | +2.3% | +2.4% | -0.1% | +0.6% |
| 30D | -23.4% | -1.5% | -21.9% | -22.6% |
| 3M | +5.1% | -4.1% | +9.2% | +8.3% |
| 6M | -16.2% | +0.6% | -16.7% | -16.6% |
| YTD | +3.7% | +11.0% | -7.3% | -3.7% |
| 1Y | -6.9% | +13.3% | -20.3% | -14.8% |
| 3Y | +107.3% | +73.4% | +33.9% | +40.0% |
| All | +310.7% | +57.0% | +253.7% | +201.0% |
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