-77.5%
SDA vs VT
+23.4%
-100.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.0% | -11.3% | -11.2% |
| 7D | -18.8% | +0.1% | -18.9% | -18.9% |
| 30D | -24.4% | +0.8% | -25.2% | -24.8% |
| 3M | -57.0% | +2.8% | -59.8% | -57.4% |
| 6M | -68.8% | +13.0% | -81.8% | -70.4% |
| YTD | -70.6% | +15.4% | -86.0% | -72.6% |
| All | -77.5% | +23.4% | -100.8% | -80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling