+583.4%
SDY price history and return analytics
+356.5%
+226.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.1% | +2.4% | -0.3% | +0.1% |
| 30D | +8.0% | -1.5% | +9.5% | +9.1% |
| 3M | +4.3% | -4.1% | +8.4% | +7.6% |
| 6M | +13.0% | +0.6% | +12.5% | +11.8% |
| YTD | +20.2% | +11.0% | +9.2% | +9.2% |
| 1Y | +21.5% | +13.3% | +8.2% | +8.6% |
| 3Y | +55.7% | +73.4% | -17.7% | -3.0% |
| 5Y | +47.7% | +57.4% | -9.8% | -1.2% |
| 10Y | +163.7% | +221.7% | -58.0% | -1.6% |
| All | +583.4% | +356.5% | +226.8% | +97.7% |
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