+58.2%
SSBI vs VT
+223.7%
-165.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.9% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | -6.8% | -2.6% | -4.2% | -6.0% |
| 3M | -15.1% | -3.2% | -11.9% | -14.2% |
| 6M | -16.8% | +0.9% | -17.7% | -17.3% |
| YTD | -2.1% | +11.3% | -13.4% | -6.4% |
| 1Y | +6.0% | +14.0% | -8.0% | +0.3% |
| 3Y | -6.8% | +75.8% | -82.7% | -26.4% |
| 5Y | -25.2% | +57.8% | -83.0% | -38.2% |
| 10Y | +58.2% | +219.8% | -161.6% | -2.4% |
| All | +58.2% | +223.7% | -165.5% | -2.4% |
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