-99.7%
SDS vs VT
+374.2%
-473.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | 0.0% | +0.4% | -0.5% | +0.8% |
| 30D | +0.7% | +1.0% | -0.3% | +2.6% |
| 3M | -2.5% | +2.4% | -4.9% | +3.1% |
| 6M | -19.8% | +12.0% | -31.8% | +1.4% |
| YTD | -19.7% | +15.3% | -35.0% | +7.7% |
| 1Y | -26.3% | +22.6% | -48.9% | +11.6% |
| 3Y | -62.0% | +74.7% | -136.6% | +24.5% |
| 5Y | -67.4% | +66.1% | -133.5% | +20.1% |
| 10Y | -95.9% | +225.0% | -320.9% | -22.0% |
| All | -99.7% | +374.2% | -473.9% | -70.0% |
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