-100.0%
SSM vs VT
+53.8%
-153.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.2% |
| 7D | -7.7% | -2.3% | -5.4% | -9.4% |
| 30D | -35.0% | -5.0% | -30.1% | -37.8% |
| 3M | -75.1% | -4.9% | -70.3% | -76.0% |
| 6M | -84.5% | -1.5% | -83.0% | -84.7% |
| YTD | -87.3% | +8.5% | -95.8% | -86.4% |
| 1Y | -85.7% | +11.4% | -97.1% | -84.4% |
| 3Y | +295.6% | +70.1% | +225.5% | +340.6% |
| All | -100.0% | +53.8% | -153.8% | -99.9% |
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