+430.6%
SSB vs VT
+356.1%
+74.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -1.6% | +1.9% | +1.9% |
| 30D | +4.0% | -2.5% | +6.5% | +6.5% |
| 3M | -1.2% | -1.3% | +0.1% | -0.1% |
| 6M | +10.0% | +3.1% | +6.9% | +6.0% |
| YTD | +14.6% | +10.9% | +3.7% | +2.4% |
| 1Y | +22.2% | +12.1% | +10.2% | +8.1% |
| 3Y | +56.5% | +73.9% | -17.4% | -9.6% |
| 5Y | +46.5% | +58.0% | -11.5% | -6.6% |
| 10Y | +87.3% | +225.5% | -138.1% | -38.5% |
| All | +430.6% | +356.1% | +74.5% | +42.2% |
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