+19.5%
SRET vs VT
+237.1%
-217.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -1.3% | +1.0% | -2.3% | -2.1% |
| 3M | +2.1% | +2.4% | -0.3% | -0.4% |
| 6M | +1.6% | +12.0% | -10.4% | -8.4% |
| YTD | +6.6% | +15.3% | -8.7% | -6.4% |
| 1Y | +9.8% | +22.6% | -12.7% | -8.8% |
| 3Y | +31.1% | +74.7% | -43.6% | -21.7% |
| 5Y | +8.8% | +66.1% | -57.4% | -32.5% |
| 10Y | +4.8% | +225.0% | -220.2% | -61.9% |
| All | +19.5% | +237.1% | -217.6% | -58.2% |
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