-93.0%
SDOT vs VT
+23.3%
-116.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.2% | -5.3% |
| 7D | -12.0% | +0.4% | -12.4% | -11.7% |
| 30D | -4.5% | +1.0% | -5.5% | -3.4% |
| 3M | +12.3% | +2.4% | +9.9% | +21.2% |
| 6M | -70.6% | +12.0% | -82.6% | -73.4% |
| YTD | -47.2% | +15.3% | -62.6% | -59.0% |
| 1Y | -93.0% | +22.6% | -115.6% | -95.4% |
| All | -93.0% | +23.3% | -116.3% | -95.4% |
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