+64.4%
SITC vs VT
+217.6%
-153.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +16.0% | -0.1% | +16.2% | +16.2% |
| 30D | +37.4% | -3.1% | +40.4% | +42.1% |
| 3M | +41.0% | -3.5% | +44.5% | +46.3% |
| 6M | +0.1% | +0.5% | -0.3% | -2.3% |
| YTD | -13.4% | +10.8% | -24.2% | -25.5% |
| 1Y | -11.1% | +11.9% | -23.0% | -24.4% |
| 3Y | -17.3% | +73.0% | -90.2% | -60.1% |
| 5Y | -17.3% | +58.6% | -75.9% | -55.0% |
| 10Y | +64.4% | +219.2% | -154.8% | -55.7% |
| All | +64.4% | +217.6% | -153.2% | -55.7% |
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