-98.7%
SDEV price history and return analytics
+75.0%
-173.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.6% |
| 30D | -13.6% | +1.0% | -14.6% | -14.3% |
| 3M | -26.4% | +2.4% | -28.8% | -28.2% |
| 6M | -39.0% | +12.0% | -51.0% | -45.8% |
| YTD | -96.8% | +15.3% | -112.2% | -97.2% |
| 1Y | -93.6% | +22.6% | -116.2% | -94.5% |
| All | -98.7% | +75.0% | -173.7% | -99.1% |
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