-94.1%
SDA vs VT
+76.6%
-170.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -16.5% | +0.4% | -16.9% | -16.6% |
| 30D | -28.1% | +1.0% | -29.1% | -28.3% |
| 3M | -56.9% | +2.4% | -59.3% | -57.1% |
| 6M | -70.6% | +12.0% | -82.6% | -71.1% |
| YTD | -71.4% | +15.3% | -86.8% | -72.0% |
| 1Y | -78.1% | +22.6% | -100.6% | -78.7% |
| 3Y | -95.3% | +74.7% | -169.9% | -95.3% |
| 5Y | -94.1% | +66.1% | -160.3% | -94.0% |
| All | -94.1% | +76.6% | -170.7% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling