+153.8%
SKM vs VT
+374.2%
-220.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | -1.6% | +0.4% | -2.1% | -1.9% |
| 30D | +11.0% | +1.0% | +10.0% | +10.3% |
| 3M | -5.6% | +2.4% | -8.0% | -6.7% |
| 6M | +22.9% | +12.0% | +10.9% | +14.8% |
| YTD | +88.5% | +15.3% | +73.2% | +72.3% |
| 1Y | +78.6% | +22.6% | +56.0% | +56.6% |
| 3Y | +118.4% | +74.7% | +43.7% | +49.8% |
| 5Y | +71.7% | +66.1% | +5.6% | +20.7% |
| 10Y | +134.1% | +225.0% | -90.9% | +3.4% |
| All | +153.8% | +374.2% | -220.4% | -24.3% |
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