-18.3%
SITC vs VT
+53.4%
-71.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.2% | +0.2% | +17.0% | +17.0% |
| 7D | +12.2% | -2.3% | +14.5% | +14.6% |
| 30D | +32.4% | -5.0% | +37.4% | +38.4% |
| 3M | +33.7% | -4.9% | +38.5% | +39.4% |
| 6M | -2.9% | -1.5% | -1.3% | -2.9% |
| YTD | -15.0% | +8.5% | -23.4% | -23.1% |
| 1Y | -11.7% | +11.4% | -23.1% | -22.3% |
| 3Y | -15.9% | +70.1% | -86.0% | -53.4% |
| All | -18.3% | +53.4% | -71.7% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling