+151.9%
SVAL price history and return analytics
+122.5%
+29.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -0.4% |
| 7D | -1.9% | -0.7% | -1.2% | -1.2% |
| 30D | +0.9% | -1.7% | +2.6% | +2.6% |
| 3M | -1.8% | -2.3% | +0.5% | +0.4% |
| 6M | +9.7% | +1.5% | +8.1% | +7.3% |
| YTD | +25.9% | +12.0% | +13.9% | +10.8% |
| 1Y | +30.4% | +12.9% | +17.5% | +13.8% |
| 3Y | +75.1% | +74.9% | +0.1% | -3.4% |
| 5Y | +43.1% | +59.9% | -16.9% | -11.2% |
| All | +151.9% | +122.5% | +29.4% | -2.3% |
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