-96.7%
SDA vs VT
+71.6%
-168.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.1% | -12.9% | -12.1% |
| 7D | +57.3% | -0.7% | +58.0% | +58.2% |
| 30D | -22.7% | -1.7% | -20.9% | -22.1% |
| 3M | -59.6% | -2.3% | -57.2% | -59.2% |
| 6M | -68.2% | +1.5% | -69.8% | -68.1% |
| YTD | -84.0% | +12.0% | -96.0% | -84.1% |
| 1Y | -83.0% | +12.9% | -95.9% | -83.2% |
| 3Y | -94.6% | +74.9% | -169.5% | -94.5% |
| 5Y | -96.7% | +59.9% | -156.7% | -96.6% |
| All | -96.7% | +71.6% | -168.3% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling