-100.0%
SSM vs VT
+53.5%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.1% | -8.7% | -15.5% |
| 7D | -22.1% | -4.2% | -18.0% | -24.8% |
| 30D | -37.7% | -5.8% | -31.9% | -40.8% |
| 3M | -75.8% | -5.2% | -70.5% | -76.7% |
| 6M | -85.3% | +0.1% | -85.4% | -85.2% |
| YTD | -87.5% | +8.2% | -95.8% | -86.7% |
| 1Y | -87.6% | +10.1% | -97.7% | -86.6% |
| 3Y | +287.6% | +69.7% | +218.0% | +331.2% |
| All | -100.0% | +53.5% | -153.4% | -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 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