-56.5%
SID vs VT
+215.5%
-272.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.7% | +8.6% |
| 7D | +18.1% | -2.3% | +20.4% | +22.8% |
| 30D | -30.9% | -5.0% | -25.9% | -24.7% |
| 3M | -9.6% | -4.9% | -4.7% | -1.7% |
| 6M | -39.3% | -1.5% | -37.7% | -37.9% |
| YTD | -46.9% | +8.5% | -55.4% | -53.2% |
| 1Y | -46.2% | +11.4% | -57.6% | -54.8% |
| 3Y | -61.5% | +70.1% | -131.5% | -84.6% |
| 5Y | -67.4% | +53.7% | -121.2% | -84.0% |
| All | -56.5% | +215.5% | -272.1% | -95.7% |
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