-31.7%
SRTS price history and return analytics
+57.5%
-89.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.3% |
| 7D | +0.5% | -0.1% | +0.6% | +1.0% |
| 30D | +11.9% | -3.1% | +14.9% | +15.8% |
| 3M | +6.8% | -3.5% | +10.3% | +11.0% |
| 6M | +7.1% | +0.5% | +6.7% | +6.3% |
| YTD | -17.1% | +10.8% | -27.9% | -26.1% |
| 1Y | -24.0% | +11.9% | -35.9% | -32.9% |
| 3Y | +73.7% | +73.0% | +0.7% | -5.8% |
| 5Y | -31.7% | +58.6% | -90.3% | -55.2% |
| All | -31.7% | +57.5% | -89.2% | -55.2% |
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