-70.3%
SCKT vs VT
+73.6%
-143.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -42.3% | -1.6% | -40.7% | -42.2% |
| 30D | -57.7% | -2.5% | -55.3% | -57.6% |
| 3M | -26.8% | -1.3% | -25.5% | -26.7% |
| 6M | -66.7% | +3.1% | -69.8% | -66.9% |
| YTD | -70.6% | +10.9% | -81.5% | -71.5% |
| 1Y | -70.0% | +12.1% | -82.1% | -71.1% |
| All | -70.3% | +73.6% | -143.9% | -74.5% |
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