+385.4%
SBS vs VT
+345.0%
+40.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +3.6% |
| 7D | -1.7% | -4.2% | +2.4% | +3.3% |
| 30D | -28.9% | -5.8% | -23.1% | -23.9% |
| 3M | -16.0% | -5.2% | -10.8% | -10.8% |
| 6M | -31.9% | +0.1% | -32.1% | -32.4% |
| YTD | -3.9% | +8.2% | -12.1% | -13.0% |
| 1Y | -10.2% | +10.1% | -20.4% | -20.5% |
| 3Y | +94.9% | +69.7% | +25.3% | -0.6% |
| 5Y | +284.7% | +53.4% | +231.4% | +115.7% |
| 10Y | +191.8% | +219.2% | -27.4% | -32.3% |
| All | +385.4% | +345.0% | +40.4% | -26.8% |
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