+150.2%
SVAL price history and return analytics
+120.5%
+29.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +2.2% | +2.4% | -0.1% | -0.2% |
| 30D | +1.1% | -1.5% | +2.6% | +2.6% |
| 3M | -3.2% | -4.1% | +0.9% | +0.9% |
| 6M | +10.0% | +0.6% | +9.5% | +8.7% |
| YTD | +25.1% | +11.0% | +14.1% | +11.1% |
| 1Y | +31.3% | +13.3% | +18.0% | +14.1% |
| 3Y | +73.8% | +73.4% | +0.4% | -3.2% |
| 5Y | +42.7% | +57.4% | -14.7% | -9.8% |
| All | +150.2% | +120.5% | +29.8% | -2.0% |
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 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