+145.2%
SDCI vs VT
+57.0%
+88.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.2% | +2.4% | -2.2% | -0.3% |
| 30D | -6.2% | -1.5% | -4.7% | -5.9% |
| 3M | +1.0% | -4.1% | +5.1% | +1.7% |
| 6M | +1.2% | +0.6% | +0.7% | +0.9% |
| YTD | +34.1% | +11.0% | +23.1% | +30.4% |
| 1Y | +32.9% | +13.3% | +19.5% | +28.5% |
| 3Y | +79.0% | +73.4% | +5.6% | +54.2% |
| All | +145.2% | +57.0% | +88.1% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling