-95.8%
SDS price history and return analytics
+226.9%
-322.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | -0.5% |
| 7D | +4.2% | -2.0% | +6.2% | +0.1% |
| 30D | +4.1% | -1.4% | +5.5% | +1.3% |
| 3M | -7.4% | +4.7% | -12.1% | +2.9% |
| 6M | -19.1% | +11.4% | -30.5% | +3.7% |
| YTD | -17.0% | +13.1% | -30.1% | +10.6% |
| 1Y | -23.3% | +19.0% | -42.3% | +15.0% |
| 3Y | -61.8% | +73.9% | -135.7% | +43.3% |
| 5Y | -67.4% | +65.4% | -132.8% | +36.7% |
| All | -95.8% | +226.9% | -322.7% | +5.4% |
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