-43.0%
SRTA vs VT
+122.8%
-165.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.5% |
| 7D | +25.2% | -2.3% | +27.5% | +28.2% |
| 30D | +18.8% | -5.0% | +23.8% | +25.2% |
| 3M | -0.5% | -4.9% | +4.3% | +4.9% |
| 6M | +4.3% | -1.5% | +5.9% | +7.0% |
| YTD | +15.6% | +8.5% | +7.1% | +8.6% |
| 1Y | +19.6% | +11.4% | +8.2% | +10.0% |
| 3Y | +149.3% | +70.1% | +79.3% | +71.0% |
| 5Y | -45.0% | +53.7% | -98.7% | -61.3% |
| All | -43.0% | +122.8% | -165.8% | -60.0% |
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