-23.8%
SIBN vs VT
+66.2%
-90.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -3.7% | +0.4% | -4.1% | -4.2% |
| 30D | +2.5% | +1.0% | +1.6% | +1.4% |
| 3M | +24.3% | +2.4% | +21.9% | +20.1% |
| 6M | +25.8% | +12.0% | +13.8% | +8.7% |
| YTD | -6.2% | +15.3% | -21.5% | -22.2% |
| 1Y | +13.1% | +22.6% | -9.4% | -13.1% |
| 3Y | -18.2% | +74.7% | -92.8% | -60.3% |
| All | -23.8% | +66.2% | -90.0% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling