-68.9%
SID vs VT
+57.4%
-126.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -7.5% |
| 7D | +13.9% | +0.4% | +13.5% | +12.8% |
| 30D | -35.9% | -2.6% | -33.3% | -33.6% |
| 3M | -11.8% | -3.2% | -8.6% | -7.8% |
| 6M | -40.6% | +0.9% | -41.5% | -41.8% |
| YTD | -48.8% | +11.3% | -60.1% | -55.9% |
| 1Y | -47.8% | +14.0% | -61.8% | -56.6% |
| 3Y | -61.8% | +75.8% | -137.6% | -83.0% |
| 5Y | -68.9% | +57.8% | -126.7% | -83.2% |
| All | -68.9% | +57.4% | -126.3% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling