+117.2%
SKM vs VT
+355.4%
-238.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +8.5% | -0.1% | +8.6% | +8.7% |
| 30D | -3.3% | -3.1% | -0.2% | -1.1% |
| 3M | -0.5% | -3.5% | +3.0% | +2.2% |
| 6M | -12.6% | +0.5% | -13.0% | -12.2% |
| YTD | +61.3% | +10.8% | +50.5% | +51.8% |
| 1Y | +62.9% | +11.9% | +51.0% | +52.3% |
| 3Y | +71.8% | +73.0% | -1.2% | +18.9% |
| 5Y | +44.2% | +58.6% | -14.4% | +4.8% |
| 10Y | +109.2% | +219.2% | -110.0% | -6.2% |
| All | +117.2% | +355.4% | -238.3% | -33.3% |
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