-83.8%
SDEV price history and return analytics
+10.7%
-94.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | +3.3% |
| 7D | -17.0% | -4.2% | -12.8% | -6.8% |
| 30D | -72.4% | -5.8% | -66.6% | -67.1% |
| 3M | -13.0% | -5.2% | -7.7% | +1.9% |
| 6M | -37.3% | +0.1% | -37.4% | -38.8% |
| YTD | -96.8% | +8.2% | -105.1% | -97.3% |
| 1Y | -83.8% | +10.1% | -94.0% | -86.3% |
| All | -83.8% | +10.7% | -94.5% | -86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling