-16.0%
SRS price history and return analytics
+63.7%
-79.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +0.5% |
| 7D | +5.9% | -2.0% | +7.8% | +2.7% |
| 30D | +5.3% | -1.4% | +6.8% | +3.2% |
| 3M | +8.5% | +4.7% | +3.8% | +16.1% |
| 6M | -2.1% | +11.4% | -13.5% | +16.4% |
| YTD | -12.8% | +13.1% | -25.8% | +6.7% |
| 1Y | -7.6% | +19.0% | -26.6% | +23.4% |
| 3Y | -33.5% | +73.9% | -107.5% | +89.5% |
| 5Y | -16.0% | +65.4% | -81.4% | +170.1% |
| All | -16.0% | +63.7% | -79.7% | +170.1% |
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