+80.3%
SIF vs VT
+224.4%
-144.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.1% | +6.7% |
| 7D | -5.8% | -0.7% | -5.1% | -5.3% |
| 30D | -22.9% | -1.7% | -21.1% | -22.1% |
| 3M | -14.4% | -2.3% | -12.1% | -13.2% |
| 6M | -8.2% | +1.5% | -9.7% | -8.3% |
| YTD | +219.9% | +12.0% | +207.8% | +208.3% |
| 1Y | +173.4% | +12.9% | +160.5% | +162.7% |
| 3Y | +304.8% | +74.9% | +229.8% | +237.2% |
| 5Y | +126.5% | +59.9% | +66.6% | +92.9% |
| 10Y | +80.3% | +224.6% | -144.3% | +82.7% |
| All | +80.3% | +224.4% | -144.0% | +82.7% |
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