+125.1%
SKM vs VT
+221.4%
-96.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.7% | +1.0% | +0.7% | +1.1% |
| 30D | +12.1% | -0.2% | +12.4% | +12.4% |
| 3M | -3.1% | +4.5% | -7.6% | -5.6% |
| 6M | +33.8% | +14.1% | +19.8% | +23.6% |
| YTD | +87.1% | +14.8% | +72.4% | +71.9% |
| 1Y | +78.3% | +21.2% | +57.1% | +57.9% |
| 3Y | +115.1% | +76.6% | +38.5% | +46.9% |
| 5Y | +72.2% | +66.6% | +5.6% | +21.7% |
| 10Y | +125.1% | +222.3% | -97.2% | -5.7% |
| All | +125.1% | +221.4% | -96.4% | -5.7% |
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 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