+35.3%
SI vs VT
+17.6%
+17.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -1.3% |
| 7D | -0.3% | -4.2% | +3.8% | +1.5% |
| 30D | +6.4% | -5.8% | +12.2% | +9.0% |
| 3M | -9.9% | -5.2% | -4.6% | -7.9% |
| 6M | +57.7% | +0.1% | +57.5% | +55.0% |
| YTD | +42.4% | +8.2% | +34.2% | +29.2% |
| 1Y | +80.4% | +10.1% | +70.3% | +60.3% |
| All | +35.3% | +17.6% | +17.7% | +11.9% |
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