+21.8%
SBSW vs VT
+223.7%
-201.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +0.4% |
| 7D | +13.2% | +0.4% | +12.8% | +12.4% |
| 30D | -1.1% | -2.6% | +1.5% | +2.8% |
| 3M | -3.0% | -3.2% | +0.2% | +2.1% |
| 6M | -22.5% | +0.9% | -23.5% | -22.2% |
| YTD | -25.5% | +11.3% | -36.8% | -33.2% |
| 1Y | -0.6% | +14.0% | -14.6% | -13.4% |
| 3Y | +115.8% | +75.8% | +39.9% | +9.7% |
| 5Y | -14.6% | +57.8% | -72.4% | -50.1% |
| 10Y | +21.8% | +219.8% | -198.0% | -67.3% |
| All | +21.8% | +223.7% | -201.9% | -67.3% |
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