-98.8%
SDP price history and return analytics
+346.0%
-444.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.3% |
| 7D | +1.6% | -2.3% | +4.0% | -0.9% |
| 30D | -8.7% | -5.0% | -3.7% | -13.7% |
| 3M | +0.2% | -4.9% | +5.1% | -5.1% |
| 6M | +11.1% | -1.5% | +12.6% | +9.2% |
| YTD | -4.2% | +8.5% | -12.6% | +5.5% |
| 1Y | +2.2% | +11.4% | -9.1% | +16.2% |
| 3Y | -51.5% | +70.1% | -121.6% | -6.6% |
| 5Y | -53.6% | +53.7% | -107.4% | -13.6% |
| 10Y | -90.3% | +220.0% | -310.2% | -46.1% |
| All | -98.8% | +346.0% | -444.8% | -79.3% |
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