-46.3%
SSK vs VT
+24.6%
-70.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | -0.1% |
| 7D | -10.5% | -0.7% | -9.8% | -9.3% |
| 30D | -21.4% | -1.7% | -19.7% | -18.3% |
| 3M | +13.4% | -2.3% | +15.7% | +19.7% |
| 6M | -12.2% | +1.5% | -13.7% | -14.9% |
| YTD | -28.9% | +12.0% | -41.0% | -44.2% |
| 1Y | -43.3% | +12.9% | -56.2% | -55.8% |
| All | -46.3% | +24.6% | -70.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling