+241.9%
SYM vs VT
+76.5%
+165.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -0.2% |
| 7D | -6.3% | -4.2% | -2.1% | +0.1% |
| 30D | -20.6% | -5.8% | -14.8% | -12.6% |
| 3M | -24.7% | -5.2% | -19.4% | -17.5% |
| 6M | -39.7% | +0.1% | -39.8% | -38.6% |
| YTD | -41.1% | +8.2% | -49.3% | -45.9% |
| 1Y | -55.1% | +10.1% | -65.2% | -59.5% |
| 3Y | -5.1% | +69.7% | -74.7% | -41.7% |
| 5Y | +248.7% | +53.4% | +195.3% | +108.8% |
| All | +241.9% | +76.5% | +165.3% | +100.0% |
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