-97.6%
SDEV price history and return analytics
+73.6%
-171.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | -9.5% | -1.6% | -7.9% | -7.7% |
| 30D | -87.3% | -2.5% | -84.8% | -86.9% |
| 3M | -14.4% | -1.3% | -13.1% | -12.5% |
| 6M | -27.5% | +3.1% | -30.6% | -28.9% |
| YTD | -96.6% | +10.9% | -107.6% | -96.8% |
| 1Y | -82.6% | +12.1% | -94.6% | -83.7% |
| All | -97.6% | +73.6% | -171.2% | -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