+82.3%
SQM vs VT
+23.4%
+59.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.8% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +16.3% | +0.8% | +15.5% | +15.1% |
| 3M | +1.5% | +2.8% | -1.3% | -2.0% |
| 6M | +17.3% | +13.0% | +4.3% | +0.7% |
| YTD | +17.3% | +15.4% | +1.9% | -0.7% |
| All | +82.3% | +23.4% | +59.0% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling