-100.0%
SDOW price history and return analytics
+455.3%
-555.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | +1.5% |
| 7D | +4.3% | -0.7% | +5.0% | +3.5% |
| 30D | -4.4% | -1.7% | -2.6% | -7.2% |
| 3M | +7.5% | -2.3% | +9.8% | +3.4% |
| 6M | -15.1% | +1.5% | -16.6% | -8.2% |
| YTD | -23.8% | +12.0% | -35.8% | +10.8% |
| 1Y | -24.4% | +12.9% | -37.2% | +13.0% |
| 3Y | -71.7% | +74.9% | -146.7% | +63.0% |
| 5Y | -74.1% | +59.9% | -134.1% | +57.7% |
| 10Y | -99.0% | +224.6% | -323.7% | -4.0% |
| All | -100.0% | +455.3% | -555.3% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling