+237.0%
SFBS vs VT
+223.7%
+13.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.5% |
| 7D | +0.6% | +0.4% | +0.3% | 0.0% |
| 30D | +8.5% | -2.6% | +11.1% | +11.5% |
| 3M | -5.8% | -3.2% | -2.6% | -2.6% |
| 6M | +5.8% | +0.9% | +4.9% | +3.7% |
| YTD | +18.4% | +11.3% | +7.1% | +3.4% |
| 1Y | +18.5% | +14.0% | +4.5% | +0.6% |
| 3Y | +85.9% | +75.8% | +10.1% | -2.2% |
| 5Y | +8.1% | +57.8% | -49.8% | -35.8% |
| 10Y | +237.0% | +219.8% | +17.2% | -4.8% |
| All | +237.0% | +223.7% | +13.3% | -4.8% |
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