+587.6%
SFBS vs VT
+226.2%
+361.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | +3.1% |
| 7D | +2.0% | -4.2% | +6.1% | +6.7% |
| 30D | +6.7% | -5.8% | +12.5% | +13.6% |
| 3M | -8.6% | -5.2% | -3.4% | -3.5% |
| 6M | +4.3% | +0.1% | +4.1% | +3.1% |
| YTD | +16.8% | +8.2% | +8.6% | +5.8% |
| 1Y | +17.9% | +10.1% | +7.8% | +4.7% |
| 3Y | +66.0% | +69.7% | -3.6% | -6.7% |
| 5Y | +4.4% | +53.4% | -48.9% | -34.7% |
| 10Y | +259.7% | +219.2% | +40.5% | +6.7% |
| All | +587.6% | +226.2% | +361.4% | +93.7% |
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