-100.0%
SSM vs VT
+60.0%
-159.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +4.1% |
| 7D | -9.9% | -0.3% | -9.6% | -10.3% |
| 30D | -37.1% | -1.4% | -35.7% | -38.1% |
| 3M | -72.2% | -1.4% | -70.8% | -72.5% |
| 6M | -82.7% | +5.5% | -88.2% | -81.9% |
| YTD | -85.7% | +12.8% | -98.5% | -84.3% |
| 1Y | -85.8% | +15.4% | -101.2% | -84.0% |
| 3Y | +344.4% | +76.9% | +267.6% | +410.5% |
| All | -100.0% | +60.0% | -159.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling