+66.0%
SIF vs VT
+215.5%
-149.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -16.6% | -2.3% | -14.2% | -15.6% |
| 30D | -26.6% | -5.0% | -21.7% | -24.8% |
| 3M | -40.6% | -4.9% | -35.7% | -39.1% |
| 6M | +6.2% | -1.5% | +7.7% | +7.6% |
| YTD | +200.5% | +8.5% | +192.1% | +193.9% |
| 1Y | +157.2% | +11.4% | +145.8% | +149.2% |
| 3Y | +280.3% | +70.1% | +210.2% | +221.5% |
| 5Y | +116.4% | +53.7% | +62.7% | +87.7% |
| All | +66.0% | +215.5% | -149.5% | +82.9% |
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 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