+132.9%
SIFY vs VT
+224.4%
-91.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.2% |
| 7D | -0.4% | -0.7% | +0.3% | +0.5% |
| 30D | +3.7% | -1.7% | +5.4% | +6.0% |
| 3M | -14.9% | -2.3% | -12.6% | -12.3% |
| 6M | -19.0% | +1.5% | -20.5% | -19.3% |
| YTD | +8.5% | +12.0% | -3.5% | -2.6% |
| 1Y | +20.8% | +12.9% | +8.0% | +7.6% |
| 3Y | +51.0% | +74.9% | -23.9% | -18.7% |
| 5Y | -38.8% | +59.9% | -98.7% | -62.6% |
| 10Y | +132.9% | +224.6% | -91.7% | -13.2% |
| All | +132.9% | +224.4% | -91.5% | -13.2% |
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