+65.0%
SDRL vs VT
+106.9%
-41.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.2% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -5.3% | -3.1% | -2.2% | -2.5% |
| 3M | -6.5% | -3.5% | -3.0% | -3.5% |
| 6M | -9.5% | +0.5% | -10.0% | -11.2% |
| YTD | +26.4% | +10.8% | +15.6% | +10.1% |
| 1Y | +53.9% | +11.9% | +42.0% | +32.6% |
| 3Y | +8.2% | +73.0% | -64.8% | -39.2% |
| All | +65.0% | +106.9% | -41.9% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling