-99.9%
SDOT vs VT
+109.1%
-209.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.6% |
| 7D | -8.4% | -2.3% | -6.1% | -7.1% |
| 30D | -36.1% | -5.0% | -31.2% | -33.9% |
| 3M | -50.2% | -4.9% | -45.3% | -48.6% |
| 6M | -22.2% | -1.5% | -20.7% | -22.5% |
| YTD | -73.8% | +8.5% | -82.3% | -76.1% |
| 1Y | -93.3% | +11.4% | -104.6% | -93.9% |
| 3Y | -99.6% | +70.1% | -169.6% | -99.7% |
| 5Y | -99.8% | +53.7% | -153.5% | -99.8% |
| All | -99.9% | +109.1% | -209.0% | -100.0% |
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