-23.2%
SDS price history and return analytics
+19.6%
-42.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | 0.0% |
| 7D | +1.7% | -1.1% | +2.8% | -0.2% |
| 30D | +2.9% | -1.0% | +3.9% | +1.3% |
| 3M | -5.7% | +3.2% | -8.9% | +0.6% |
| 6M | -20.6% | +12.5% | -33.1% | +0.8% |
| YTD | -18.4% | +14.1% | -32.4% | +7.6% |
| 1Y | -23.2% | +18.9% | -42.1% | +10.8% |
| All | -23.2% | +19.6% | -42.9% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling