-97.5%
SDEV price history and return analytics
+76.6%
-174.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.2% |
| 7D | -10.2% | -0.3% | -9.9% | -9.8% |
| 30D | -75.4% | -1.4% | -73.9% | -74.8% |
| 3M | +1.0% | -1.4% | +2.4% | +3.4% |
| 6M | -26.0% | +5.5% | -31.4% | -29.2% |
| YTD | -96.6% | +12.8% | -109.4% | -96.8% |
| 1Y | -82.4% | +15.4% | -97.8% | -83.9% |
| All | -97.5% | +76.6% | -174.1% | -98.2% |
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