-98.8%
SDP vs VT
+374.2%
-473.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.4% | -1.8% | -0.8% |
| 30D | +3.5% | +1.0% | +2.5% | +4.6% |
| 3M | +4.3% | +2.4% | +1.9% | +6.9% |
| 6M | +19.0% | +12.0% | +7.0% | +35.5% |
| YTD | -2.5% | +15.3% | -17.9% | +14.8% |
| 1Y | -7.1% | +22.6% | -29.7% | +17.8% |
| 3Y | -50.1% | +74.7% | -124.8% | -0.6% |
| 5Y | -51.3% | +66.1% | -117.5% | -1.0% |
| 10Y | -89.8% | +225.0% | -314.8% | -42.3% |
| All | -98.8% | +374.2% | -473.0% | -77.5% |
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