-7.8%
SIBN vs VT
+161.7%
-169.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.2% |
| 6M | +25.8% | +12.0% | +13.8% | +9.4% |
| YTD | -6.2% | +15.3% | -21.5% | -21.4% |
| 1Y | +13.1% | +22.6% | -9.4% | -11.8% |
| 3Y | -18.2% | +74.7% | -92.8% | -57.9% |
| 5Y | -26.2% | +66.1% | -92.4% | -59.3% |
| All | -7.8% | +161.7% | -169.5% | -67.9% |
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