-26.0%
SIEB price history and return analytics
+65.7%
-91.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.9% |
| 7D | +6.7% | -1.1% | +7.8% | +7.7% |
| 30D | +56.1% | -1.0% | +57.1% | +57.0% |
| 3M | +46.7% | +3.2% | +43.6% | +41.7% |
| 6M | +31.1% | +12.5% | +18.6% | +16.6% |
| YTD | -23.1% | +14.1% | -37.1% | -32.6% |
| 1Y | -3.9% | +18.9% | -22.8% | -18.9% |
| 3Y | +33.0% | +74.1% | -41.1% | -18.8% |
| All | -26.0% | +65.7% | -91.7% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling