+22.9%
SDIV vs VT
+364.1%
-341.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | +0.4% | +1.1% | +1.2% |
| 30D | +2.4% | +1.0% | +1.5% | +1.5% |
| 3M | +3.5% | +2.4% | +1.1% | +1.1% |
| 6M | +1.7% | +12.0% | -10.3% | -8.6% |
| YTD | +10.8% | +15.3% | -4.6% | -3.1% |
| 1Y | +16.3% | +22.6% | -6.3% | -3.8% |
| 3Y | +51.7% | +74.7% | -22.9% | -9.6% |
| 5Y | +4.7% | +66.1% | -61.4% | -35.2% |
| 10Y | -1.6% | +225.0% | -226.6% | -67.2% |
| All | +22.9% | +364.1% | -341.2% | -70.2% |
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 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