-19.7%
SBSW vs VT
+53.4%
-73.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | +10.6% | -2.3% | +12.9% | +14.5% |
| 30D | -1.9% | -5.0% | +3.1% | +6.5% |
| 3M | +0.2% | -4.9% | +5.1% | +9.0% |
| 6M | -26.3% | -1.5% | -24.7% | -23.0% |
| YTD | -28.4% | +8.5% | -36.9% | -33.8% |
| 1Y | -1.8% | +11.4% | -13.2% | -12.2% |
| 3Y | +89.9% | +70.1% | +19.8% | -0.3% |
| All | -19.7% | +53.4% | -73.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling