+301.0%
SII vs VT
+429.6%
-128.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.7% | -1.6% | -0.1% | -0.6% |
| 30D | -9.6% | -2.5% | -7.1% | -7.9% |
| 3M | +1.4% | -1.3% | +2.7% | +2.6% |
| 6M | -19.3% | +3.1% | -22.4% | -20.3% |
| YTD | +8.4% | +10.9% | -2.6% | +2.5% |
| 1Y | +29.8% | +12.1% | +17.8% | +22.2% |
| 3Y | +258.9% | +73.9% | +185.0% | +157.5% |
| 5Y | +181.2% | +58.0% | +123.3% | +113.2% |
| 10Y | +726.4% | +225.5% | +501.0% | +332.3% |
| All | +301.0% | +429.6% | -128.6% | +95.6% |
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