-97.4%
SDA vs VT
+69.4%
-166.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.2% | -4.1% | -21.2% | -21.1% |
| 7D | -30.6% | -4.2% | -26.5% | -26.6% |
| 30D | -62.1% | -5.8% | -56.3% | -59.3% |
| 3M | -80.8% | -5.2% | -75.6% | -79.5% |
| 6M | -86.4% | +0.1% | -86.5% | -86.1% |
| YTD | -92.4% | +8.2% | -100.6% | -92.7% |
| 1Y | -91.9% | +10.1% | -102.0% | -92.3% |
| All | -97.4% | +69.4% | -166.8% | -98.3% |
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 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