+23.2%
SIO vs VT
+75.3%
-52.1%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | +0.3% | -4.2% | +4.5% | +0.9% |
| 30D | +1.9% | -5.8% | +7.7% | +2.7% |
| 3M | -0.5% | -5.2% | +4.8% | +0.2% |
| 6M | -0.1% | +0.1% | -0.3% | -0.2% |
| YTD | +0.3% | +8.2% | -7.9% | -0.9% |
| 1Y | +1.5% | +10.1% | -8.6% | 0.0% |
| 3Y | +23.0% | +69.7% | -46.6% | +12.0% |
| All | +23.2% | +75.3% | -52.1% | +10.7% |
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