+150.6%
SIF vs VT
+66.2%
+84.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.9% | +0.4% | -4.3% | -4.1% |
| 30D | -21.1% | +1.0% | -22.1% | -21.5% |
| 3M | +2.5% | +2.4% | +0.2% | +1.4% |
| 6M | +44.3% | +12.0% | +32.3% | +36.8% |
| YTD | +282.6% | +15.3% | +267.3% | +258.8% |
| 1Y | +196.5% | +22.6% | +173.9% | +172.1% |
| 3Y | +600.0% | +74.7% | +525.3% | +481.6% |
| All | +150.6% | +66.2% | +84.4% | +106.4% |
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