+74.2%
SIF vs VT
+345.0%
-270.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.1% | -6.9% | -9.4% |
| 7D | -20.4% | -4.2% | -16.2% | -19.0% |
| 30D | -26.7% | -5.8% | -20.9% | -24.9% |
| 3M | -37.7% | -5.2% | -32.4% | -36.3% |
| 6M | +3.0% | +0.1% | +2.9% | +3.5% |
| YTD | +202.3% | +8.2% | +194.1% | +196.6% |
| 1Y | +159.1% | +10.1% | +149.0% | +152.8% |
| 3Y | +274.9% | +69.7% | +205.2% | +218.4% |
| 5Y | +117.7% | +53.4% | +64.3% | +89.2% |
| 10Y | +76.8% | +219.2% | -142.4% | +21.3% |
| All | +74.2% | +345.0% | -270.8% | +18.5% |
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