+318.9%
SYM vs VT
+88.1%
+230.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.3% |
| 7D | +7.7% | +0.4% | +7.2% | +7.1% |
| 30D | -7.7% | +1.0% | -8.7% | -8.8% |
| 3M | -9.4% | +2.4% | -11.8% | -11.6% |
| 6M | -20.5% | +12.0% | -32.5% | -31.7% |
| YTD | -27.8% | +15.3% | -43.2% | -40.2% |
| 1Y | -5.0% | +22.6% | -27.6% | -26.6% |
| 3Y | +2.4% | +74.7% | -72.2% | -41.8% |
| 5Y | +340.9% | +66.1% | +274.7% | +137.9% |
| All | +318.9% | +88.1% | +230.8% | +120.9% |
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 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