-99.7%
SDS vs VT
+345.0%
-444.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -4.1% | +12.9% | +1.5% |
| 7D | +9.6% | -4.2% | +13.8% | +2.2% |
| 30D | +13.0% | -5.8% | +18.8% | +2.3% |
| 3M | +11.2% | -5.2% | +16.5% | +2.2% |
| 6M | -1.0% | +0.1% | -1.1% | +2.0% |
| YTD | -11.3% | +8.2% | -19.5% | +7.3% |
| 1Y | -12.0% | +10.1% | -22.1% | +10.4% |
| 3Y | -61.3% | +69.7% | -131.0% | +20.3% |
| 5Y | -60.8% | +53.4% | -114.2% | +25.4% |
| 10Y | -95.8% | +219.2% | -315.0% | -22.8% |
| All | -99.7% | +345.0% | -444.6% | -70.2% |
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 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