+95.0%
SIF vs VT
+223.7%
-128.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.1% |
| 7D | -12.9% | +0.4% | -13.3% | -12.9% |
| 30D | -27.7% | -2.6% | -25.2% | -26.7% |
| 3M | -38.9% | -3.2% | -35.7% | -37.8% |
| 6M | -13.6% | +0.9% | -14.5% | -13.5% |
| YTD | +207.5% | +11.3% | +196.2% | +197.2% |
| 1Y | +168.5% | +14.0% | +154.5% | +157.4% |
| 3Y | +283.9% | +75.8% | +208.1% | +219.7% |
| 5Y | +118.9% | +57.8% | +61.0% | +87.4% |
| 10Y | +95.0% | +219.8% | -124.8% | +106.3% |
| All | +95.0% | +223.7% | -128.7% | +106.3% |
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