+150.1%
SVAL price history and return analytics
+121.1%
+29.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +1.4% | +2.9% | -1.4% | -1.5% |
| 30D | -0.6% | -2.5% | +1.9% | +2.0% |
| 3M | -2.7% | -3.3% | +0.6% | +0.6% |
| 6M | +9.5% | +1.5% | +7.9% | +7.1% |
| YTD | +25.0% | +11.4% | +13.7% | +10.7% |
| 1Y | +29.3% | +11.9% | +17.4% | +13.9% |
| 3Y | +73.8% | +73.9% | 0.0% | -3.5% |
| 5Y | +42.6% | +57.9% | -15.2% | -10.1% |
| All | +150.1% | +121.1% | +29.0% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling