-95.5%
SKF vs VT
+221.4%
-317.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +1.8% |
| 7D | -0.3% | +1.0% | -1.3% | +1.9% |
| 30D | +1.6% | -0.2% | +1.8% | +1.2% |
| 3M | -17.2% | +4.5% | -21.7% | -9.3% |
| 6M | -21.7% | +14.1% | -35.7% | +3.4% |
| YTD | -8.2% | +14.8% | -22.9% | +23.7% |
| 1Y | -13.2% | +21.2% | -34.4% | +32.0% |
| 3Y | -62.9% | +76.6% | -139.5% | +41.0% |
| 5Y | -63.7% | +66.6% | -130.3% | +48.9% |
| 10Y | -95.5% | +222.3% | -317.8% | +36.1% |
| All | -95.5% | +221.4% | -317.0% | +36.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling