+12.9%
SBSW vs VT
+221.4%
-208.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.6% |
| 7D | +10.6% | +1.0% | +9.6% | +9.1% |
| 30D | +21.2% | -0.2% | +21.5% | +21.9% |
| 3M | +32.7% | +4.5% | +28.2% | +25.7% |
| 6M | -5.9% | +14.1% | -19.9% | -19.7% |
| YTD | -6.8% | +14.8% | -21.6% | -20.2% |
| 1Y | +47.2% | +21.2% | +26.0% | +17.5% |
| 3Y | +146.6% | +76.6% | +70.1% | +23.9% |
| 5Y | +5.2% | +66.6% | -61.4% | -43.1% |
| 10Y | +12.9% | +222.3% | -209.3% | -70.1% |
| All | +12.9% | +221.4% | -208.5% | -70.1% |
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