-2.1%
SDS price history and return analytics
+0.8%
-3.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | +0.1% |
| 7D | -0.7% | +0.4% | -1.0% | +0.6% |
| 30D | +6.8% | -2.6% | +9.4% | +3.0% |
| 3M | +6.3% | -3.2% | +9.5% | +1.8% |
| All | -2.1% | +0.8% | -3.0% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling