-99.6%
SDOT vs VT
+74.0%
-173.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -0.3% | -14.2% | -14.3% |
| 7D | -13.0% | +2.4% | -15.3% | -14.0% |
| 30D | -34.8% | -1.5% | -33.3% | -34.2% |
| 3M | -50.0% | -4.1% | -45.8% | -48.8% |
| 6M | +28.1% | +0.6% | +27.6% | +25.4% |
| YTD | -77.2% | +11.0% | -88.3% | -80.8% |
| 1Y | -94.5% | +13.3% | -107.8% | -95.4% |
| 3Y | -99.6% | +73.4% | -173.0% | -99.8% |
| All | -99.6% | +74.0% | -173.6% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling