-4.6%
SIEB price history and return analytics
+371.8%
-376.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | +4.4% | +1.0% | +3.4% | +3.7% |
| 30D | +56.3% | -0.2% | +56.5% | +56.3% |
| 3M | +43.4% | +4.5% | +38.9% | +39.0% |
| 6M | +40.3% | +14.1% | +26.3% | +28.7% |
| YTD | -25.6% | +14.8% | -40.4% | -32.1% |
| 1Y | +4.0% | +21.2% | -17.2% | -8.0% |
| 3Y | +26.1% | +76.6% | -50.5% | -10.6% |
| 5Y | -30.2% | +66.6% | -96.8% | -48.7% |
| 10Y | +108.6% | +222.3% | -113.7% | +16.1% |
| All | -4.6% | +371.8% | -376.4% | -59.0% |
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