-100.0%
SDST vs VT
+85.7%
-185.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -93.5% | -1.4% | -92.0% | -93.4% |
| 3M | -99.1% | -1.4% | -97.7% | -99.1% |
| 6M | -99.8% | +5.5% | -105.2% | -99.8% |
| YTD | -99.8% | +12.8% | -112.6% | -99.8% |
| 1Y | -99.8% | +15.4% | -115.3% | -99.8% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +85.7% | -185.7% | -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