+200.4%
SQM vs VT
+215.5%
-15.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +1.7% |
| 7D | +5.3% | -2.3% | +7.6% | +8.6% |
| 30D | -11.0% | -5.0% | -6.0% | -4.5% |
| 3M | -19.1% | -4.9% | -14.2% | -13.4% |
| 6M | -36.6% | -1.5% | -35.0% | -35.5% |
| YTD | -13.8% | +8.5% | -22.3% | -23.2% |
| 1Y | +28.1% | +11.4% | +16.8% | +10.0% |
| 3Y | +25.5% | +70.1% | -44.6% | -39.2% |
| 5Y | +11.2% | +53.7% | -42.5% | -37.1% |
| All | +200.4% | +215.5% | -15.0% | -36.9% |
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