-11.7%
SITC vs VT
+13.3%
-24.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +14.1% | -0.7% | +14.8% | +14.1% |
| 30D | +37.8% | -1.7% | +39.5% | +37.9% |
| 3M | +43.4% | -2.3% | +45.7% | +43.6% |
| 6M | -1.3% | +1.5% | -2.8% | -2.2% |
| YTD | -13.8% | +12.0% | -25.8% | -20.1% |
| 1Y | -11.7% | +12.9% | -24.5% | -18.7% |
| All | -11.7% | +13.3% | -24.9% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling