-94.6%
SES vs VT
+81.0%
-175.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.8% | -0.6% | -35.2% | -34.6% |
| 7D | -14.7% | +2.9% | -17.6% | -18.3% |
| 30D | -42.2% | -2.5% | -39.7% | -38.1% |
| 3M | +1.2% | -3.3% | +4.6% | +10.0% |
| 6M | -42.2% | +1.5% | -43.7% | -41.6% |
| YTD | -67.9% | +11.4% | -79.2% | -71.5% |
| 1Y | -74.0% | +11.9% | -85.9% | -76.9% |
| 3Y | -70.2% | +73.9% | -144.1% | -85.6% |
| 5Y | -94.5% | +57.9% | -152.4% | -97.5% |
| All | -94.6% | +81.0% | -175.6% | -97.6% |
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