+612.4%
SITC vs VT
+360.7%
+251.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -2.3% |
| 7D | +14.1% | -0.7% | +14.8% | +15.2% |
| 30D | +37.8% | -1.7% | +39.5% | +41.3% |
| 3M | +43.4% | -2.3% | +45.7% | +47.7% |
| 6M | -1.3% | +1.5% | -2.8% | -6.9% |
| YTD | -13.8% | +12.0% | -25.8% | -32.3% |
| 1Y | -11.7% | +12.9% | -24.5% | -31.6% |
| 3Y | -17.6% | +74.9% | -92.5% | -71.8% |
| 5Y | -17.2% | +59.9% | -77.1% | -67.6% |
| 10Y | +62.3% | +224.6% | -162.4% | -84.2% |
| All | +612.4% | +360.7% | +251.8% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling