-11.3%
SFB vs VT
+7.4%
-18.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -2.8% | -1.7% | -1.1% | -2.6% |
| 3M | -8.7% | -2.3% | -6.4% | -8.4% |
| 6M | -10.4% | +1.5% | -11.9% | -10.6% |
| All | -11.3% | +7.4% | -18.7% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling