-62.6%
SDS price history and return analytics
+76.6%
-139.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +0.1% |
| 7D | -1.0% | +1.0% | -2.0% | +1.1% |
| 30D | +2.6% | -0.2% | +2.8% | +2.3% |
| 3M | -5.9% | +4.5% | -10.4% | +4.0% |
| 6M | -21.9% | +14.1% | -36.0% | +4.8% |
| YTD | -18.8% | +14.8% | -33.6% | +11.2% |
| 1Y | -25.7% | +21.2% | -46.9% | +15.5% |
| 3Y | -62.6% | +76.6% | -139.2% | +42.8% |
| All | -62.6% | +76.6% | -139.2% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling