+217.1%
SBSW vs VT
+320.3%
-103.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.8% | +0.4% | +5.3% | +5.3% |
| 30D | +28.9% | +1.0% | +28.0% | +27.7% |
| 3M | +14.5% | +2.4% | +12.1% | +12.4% |
| 6M | -12.8% | +12.0% | -24.8% | -22.3% |
| YTD | -7.6% | +15.3% | -23.0% | -19.6% |
| 1Y | +62.9% | +22.6% | +40.3% | +32.5% |
| 3Y | +122.9% | +74.7% | +48.3% | +25.3% |
| 5Y | -1.2% | +66.1% | -67.3% | -41.3% |
| 10Y | +7.0% | +225.0% | -218.0% | -62.2% |
| All | +217.1% | +320.3% | -103.1% | -8.5% |
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 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