-91.3%
SCKT vs VT
+66.2%
-157.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -7.6% | +0.4% | -8.0% | -7.7% |
| 30D | +52.5% | +1.0% | +51.5% | +52.0% |
| 3M | -32.2% | +2.4% | -34.6% | -33.3% |
| 6M | -33.0% | +12.0% | -45.0% | -38.1% |
| YTD | -40.2% | +15.3% | -55.5% | -46.1% |
| 1Y | -41.3% | +22.6% | -63.9% | -49.6% |
| 3Y | -51.6% | +74.7% | -126.3% | -69.3% |
| All | -91.3% | +66.2% | -157.4% | -93.3% |
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