-90.7%
SID vs VT
+345.0%
-435.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +7.3% |
| 7D | 0.0% | -4.2% | +4.2% | +7.8% |
| 30D | -36.6% | -5.8% | -30.8% | -29.8% |
| 3M | -20.4% | -5.2% | -15.2% | -12.9% |
| 6M | -40.0% | +0.1% | -40.1% | -40.4% |
| YTD | -51.3% | +8.2% | -59.5% | -56.9% |
| 1Y | -51.3% | +10.1% | -61.4% | -58.3% |
| 3Y | -64.6% | +69.7% | -134.3% | -85.9% |
| 5Y | -70.1% | +53.4% | -123.5% | -85.5% |
| 10Y | -56.6% | +219.2% | -275.9% | -93.4% |
| All | -90.7% | +345.0% | -435.7% | -98.9% |
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