-8.8%
SD price history and return analytics
+207.1%
-215.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | -13.1% | -2.3% | -10.8% | -11.0% |
| 30D | -9.0% | -5.0% | -4.0% | -3.6% |
| 3M | -6.2% | -4.9% | -1.3% | -1.1% |
| 6M | -11.1% | -1.5% | -9.6% | -11.4% |
| YTD | -10.2% | +8.5% | -18.6% | -22.7% |
| 1Y | +2.1% | +11.4% | -9.3% | -15.4% |
| 3Y | +1.3% | +70.1% | -68.8% | -54.1% |
| 5Y | +35.8% | +53.7% | -17.9% | -28.0% |
| 10Y | -23.0% | +220.0% | -242.9% | -81.7% |
| All | -8.8% | +207.1% | -215.8% | -74.5% |
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