-100.0%
SSM vs VT
+57.1%
-157.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.8% |
| 30D | -18.7% | -3.1% | -15.7% | -21.2% |
| 3M | -68.6% | -3.5% | -65.1% | -69.4% |
| 6M | -78.3% | +0.5% | -78.8% | -78.2% |
| YTD | -86.3% | +10.8% | -97.1% | -85.2% |
| 1Y | -83.1% | +11.9% | -95.0% | -81.6% |
| 3Y | +219.7% | +73.0% | +146.7% | +261.9% |
| All | -100.0% | +57.1% | -157.0% | -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