-82.7%
SDEV vs VT
+13.3%
-96.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | -9.5% | -1.6% | -7.9% | -5.2% |
| 30D | -87.3% | -2.5% | -84.8% | -86.3% |
| 3M | -14.4% | -1.3% | -13.1% | -10.2% |
| 6M | -27.5% | +3.1% | -30.6% | -34.5% |
| YTD | -96.6% | +10.9% | -107.6% | -97.3% |
| All | -82.7% | +13.3% | -96.0% | -86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling