-70.1%
SID vs VT
+53.2%
-123.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +6.3% |
| 7D | 0.0% | -4.2% | +4.2% | +6.8% |
| 30D | -36.6% | -5.8% | -30.8% | -30.7% |
| 3M | -20.4% | -5.2% | -15.2% | -13.8% |
| 6M | -40.0% | +0.1% | -40.1% | -40.3% |
| YTD | -51.3% | +8.2% | -59.5% | -56.1% |
| 1Y | -51.3% | +10.1% | -61.4% | -57.2% |
| 3Y | -64.6% | +69.7% | -134.3% | -83.3% |
| 5Y | -70.1% | +53.4% | -123.5% | -83.0% |
| All | -70.1% | +53.2% | -123.3% | -83.0% |
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 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