+60.5%
SITC vs VT
+215.5%
-155.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | +0.2% | +17.0% | +16.9% |
| 7D | +12.2% | -2.3% | +14.5% | +15.3% |
| 30D | +32.4% | -5.0% | +37.4% | +40.2% |
| 3M | +33.7% | -4.9% | +38.5% | +41.1% |
| 6M | -2.9% | -1.5% | -1.3% | -2.9% |
| YTD | -15.0% | +8.5% | -23.4% | -24.9% |
| 1Y | -11.7% | +11.4% | -23.1% | -24.6% |
| 3Y | -15.9% | +70.1% | -86.0% | -58.6% |
| 5Y | -20.7% | +53.7% | -74.4% | -55.2% |
| All | +60.5% | +215.5% | -155.0% | -55.6% |
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 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