+50.5%
SBSI vs VT
+222.7%
-172.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -0.5% | -0.1% | -0.3% | -0.3% |
| 30D | +1.0% | -0.7% | +1.7% | +1.6% |
| 3M | -4.1% | +4.0% | -8.1% | -7.6% |
| 6M | +7.5% | +12.3% | -4.8% | -3.6% |
| YTD | +8.6% | +14.0% | -5.4% | -3.9% |
| 1Y | +9.8% | +20.3% | -10.5% | -7.6% |
| 3Y | +26.2% | +75.4% | -49.3% | -24.5% |
| 5Y | +6.4% | +66.0% | -59.6% | -33.5% |
| 10Y | +50.5% | +228.2% | -177.7% | -55.5% |
| All | +50.5% | +222.7% | -172.1% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling