-91.2%
SDP price history and return analytics
+224.4%
-315.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | +0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -1.6% |
| 30D | -9.5% | -1.7% | -7.7% | -11.3% |
| 3M | -1.7% | -2.3% | +0.7% | -4.0% |
| 6M | +4.7% | +1.5% | +3.2% | +6.7% |
| YTD | -7.1% | +12.0% | -19.1% | +6.7% |
| 1Y | +1.6% | +12.9% | -11.3% | +17.9% |
| 3Y | -55.1% | +74.9% | -130.1% | -6.8% |
| 5Y | -55.5% | +59.9% | -115.5% | -10.3% |
| 10Y | -91.2% | +224.6% | -315.9% | -40.5% |
| All | -91.2% | +224.4% | -315.6% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling