-96.2%
SDA vs VT
+66.1%
-162.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +144.8% | +0.2% | +144.6% | +144.7% |
| 7D | +80.4% | -2.3% | +82.7% | +82.6% |
| 30D | -8.3% | -5.0% | -3.3% | -6.6% |
| 3M | -52.2% | -4.9% | -47.3% | -51.3% |
| 6M | -64.8% | -1.5% | -63.2% | -64.3% |
| YTD | -81.3% | +8.5% | -89.8% | -81.3% |
| 1Y | -80.7% | +11.4% | -92.0% | -80.7% |
| 3Y | -93.7% | +70.1% | -163.8% | -93.5% |
| 5Y | -96.2% | +53.7% | -149.9% | -96.0% |
| All | -96.2% | +66.1% | -162.3% | -96.0% |
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