+412.0%
SBS vs VT
+346.0%
+66.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.2% |
| 7D | +5.9% | -2.3% | +8.3% | +8.9% |
| 30D | -24.5% | -5.0% | -19.5% | -20.1% |
| 3M | -10.4% | -4.9% | -5.6% | -5.2% |
| 6M | -27.5% | -1.5% | -25.9% | -26.5% |
| YTD | +1.4% | +8.5% | -7.1% | -8.5% |
| 1Y | -5.3% | +11.4% | -16.7% | -17.2% |
| 3Y | +105.9% | +70.1% | +35.9% | +4.8% |
| 5Y | +305.8% | +53.7% | +252.1% | +127.0% |
| 10Y | +207.8% | +220.0% | -12.1% | -28.8% |
| All | +412.0% | +346.0% | +66.0% | -23.0% |
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 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