-47.9%
SRTA price history and return analytics
+63.7%
-111.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -0.2% |
| 7D | -4.5% | -2.0% | -2.5% | -1.0% |
| 30D | -14.9% | -1.4% | -13.5% | -12.6% |
| 3M | -6.4% | +4.7% | -11.1% | -13.3% |
| 6M | +10.3% | +11.4% | -1.0% | -7.4% |
| YTD | +6.7% | +13.1% | -6.4% | -12.9% |
| 1Y | +28.6% | +19.0% | +9.5% | -3.1% |
| 3Y | +69.3% | +73.9% | -4.6% | -27.4% |
| 5Y | -47.9% | +65.4% | -113.3% | -74.0% |
| All | -47.9% | +63.7% | -111.6% | -74.0% |
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 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