+218.1%
SQM vs VT
+374.2%
-156.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.8% | +0.4% | -3.2% | -3.4% |
| 30D | +9.1% | +1.0% | +8.1% | +7.7% |
| 3M | -1.6% | +2.4% | -4.0% | -4.8% |
| 6M | +7.3% | +12.0% | -4.7% | -7.4% |
| YTD | +12.4% | +15.3% | -3.0% | -6.2% |
| 1Y | +74.6% | +22.6% | +52.1% | +35.2% |
| 3Y | +25.7% | +74.7% | -48.9% | -36.4% |
| 5Y | +74.2% | +66.1% | +8.1% | -4.7% |
| 10Y | +306.4% | +225.0% | +81.4% | +3.9% |
| All | +218.1% | +374.2% | -156.1% | -49.2% |
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