-100.0%
SDEV price history and return analytics
+53.2%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -3.7% |
| 7D | -17.0% | -4.2% | -12.8% | -13.3% |
| 30D | -72.4% | -5.8% | -66.6% | -70.6% |
| 3M | -13.0% | -5.2% | -7.7% | -7.6% |
| 6M | -37.3% | +0.1% | -37.4% | -36.7% |
| YTD | -96.8% | +8.2% | -105.1% | -96.9% |
| 1Y | -83.8% | +10.1% | -94.0% | -84.5% |
| 3Y | -97.8% | +69.7% | -167.5% | -98.5% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +53.2% | -153.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling