-93.7%
SES vs VT
+75.9%
-169.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.4% | -6.1% |
| 7D | -25.2% | -4.2% | -21.0% | -18.3% |
| 30D | -14.2% | -5.8% | -8.4% | -3.1% |
| 3M | +32.7% | -5.2% | +37.9% | +48.4% |
| 6M | -30.0% | +0.1% | -30.2% | -28.0% |
| YTD | -62.3% | +8.2% | -70.6% | -65.1% |
| 1Y | -69.6% | +10.1% | -79.7% | -72.5% |
| 3Y | -67.2% | +69.7% | -136.9% | -83.6% |
| 5Y | -93.5% | +53.4% | -146.9% | -96.9% |
| All | -93.7% | +75.9% | -169.6% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling