+448.2%
SBS vs VT
+374.2%
+74.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.7% | +0.4% | +5.3% | +5.2% |
| 30D | -5.2% | +1.0% | -6.1% | -6.3% |
| 3M | -6.2% | +2.4% | -8.6% | -9.0% |
| 6M | -11.1% | +12.0% | -23.1% | -22.5% |
| YTD | +8.6% | +15.3% | -6.8% | -8.7% |
| 1Y | +15.5% | +22.6% | -7.1% | -9.7% |
| 3Y | +130.6% | +74.7% | +55.9% | +14.1% |
| 5Y | +315.6% | +66.1% | +249.5% | +111.9% |
| 10Y | +245.6% | +225.0% | +20.6% | -20.9% |
| All | +448.2% | +374.2% | +74.0% | -23.2% |
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