+10.5%
SD price history and return analytics
+75.0%
-64.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +9.6% | +1.0% | +8.6% | +8.9% |
| 3M | -7.6% | +2.4% | -10.0% | -8.9% |
| 6M | -17.7% | +12.0% | -29.7% | -23.9% |
| YTD | +3.1% | +15.3% | -12.3% | -7.2% |
| 1Y | +28.4% | +22.6% | +5.8% | +9.3% |
| All | +10.5% | +75.0% | -64.4% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling