+70.5%
SFBS vs VT
+69.4%
+1.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | +3.3% |
| 7D | +2.0% | -4.2% | +6.1% | +6.9% |
| 30D | +6.7% | -5.8% | +12.5% | +14.0% |
| 3M | -8.6% | -5.2% | -3.4% | -3.2% |
| 6M | +4.3% | +0.1% | +4.1% | +2.4% |
| YTD | +16.8% | +8.2% | +8.6% | +3.2% |
| 1Y | +17.9% | +10.1% | +7.8% | +1.6% |
| All | +70.5% | +69.4% | +1.2% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling