+34.5%
SIEB price history and return analytics
+72.7%
-38.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +6.2% |
| 7D | +11.4% | -2.0% | +13.4% | +13.4% |
| 30D | +62.5% | -1.4% | +63.9% | +64.1% |
| 3M | +51.7% | +4.7% | +46.9% | +43.9% |
| 6M | +47.6% | +11.4% | +36.2% | +31.5% |
| YTD | -22.2% | +13.1% | -35.3% | -31.9% |
| 1Y | +2.6% | +19.0% | -16.4% | -14.6% |
| All | +34.5% | +72.7% | -38.2% | -12.7% |
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 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