+10.1%
SDIV vs VT
+335.5%
-325.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.0% |
| 7D | -2.5% | -4.2% | +1.7% | +1.1% |
| 30D | -5.8% | -5.8% | 0.0% | -0.8% |
| 3M | -8.2% | -5.2% | -2.9% | -3.9% |
| 6M | -11.1% | +0.1% | -11.2% | -11.7% |
| YTD | -0.7% | +8.2% | -8.9% | -8.2% |
| 1Y | +2.0% | +10.1% | -8.1% | -7.3% |
| 3Y | +40.5% | +69.7% | -29.1% | -14.3% |
| 5Y | -1.8% | +53.4% | -55.2% | -34.8% |
| 10Y | -4.9% | +219.2% | -224.1% | -67.9% |
| All | +10.1% | +335.5% | -325.4% | -71.8% |
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