+104.8%
SKM vs VT
+346.0%
-241.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +5.9% | +6.0% |
| 7D | +3.1% | -2.3% | +5.5% | +4.9% |
| 30D | -12.2% | -5.0% | -7.2% | -9.0% |
| 3M | -12.4% | -4.9% | -7.6% | -9.2% |
| 6M | -15.3% | -1.5% | -13.8% | -13.7% |
| YTD | +52.1% | +8.5% | +43.6% | +45.2% |
| 1Y | +53.8% | +11.4% | +42.4% | +44.2% |
| 3Y | +62.4% | +70.1% | -7.7% | +13.7% |
| 5Y | +35.5% | +53.7% | -18.2% | +0.6% |
| 10Y | +89.4% | +220.0% | -130.5% | -15.3% |
| All | +104.8% | +346.0% | -241.2% | -36.2% |
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