+617.7%
SFBS vs VT
+247.6%
+370.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | -4.6% | +1.0% | -5.6% | -5.7% |
| 3M | +11.1% | +2.4% | +8.7% | +7.7% |
| 6M | +8.9% | +12.0% | -3.1% | -4.6% |
| YTD | +22.0% | +15.3% | +6.6% | +3.4% |
| 1Y | -0.4% | +22.6% | -22.9% | -21.1% |
| 3Y | +58.9% | +74.7% | -15.8% | -13.2% |
| 5Y | +28.2% | +66.1% | -38.0% | -26.3% |
| 10Y | +277.1% | +225.0% | +52.1% | +9.0% |
| All | +617.7% | +247.6% | +370.2% | +89.2% |
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 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