+1,907.4%
SSO vs VT
+363.9%
+1,543.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.0% |
| 30D | -2.7% | -1.4% | -1.2% | 0.0% |
| 3M | -2.3% | -1.4% | -0.9% | +0.4% |
| 6M | +11.2% | +5.5% | +5.7% | +1.6% |
| YTD | +20.9% | +12.8% | +8.1% | -1.8% |
| 1Y | +22.6% | +15.4% | +7.2% | -4.2% |
| 3Y | +160.8% | +76.9% | +84.0% | -0.1% |
| 5Y | +102.8% | +60.4% | +42.4% | 0.0% |
| 10Y | +792.6% | +232.8% | +559.8% | +52.7% |
| All | +1,907.4% | +363.9% | +1,543.6% | +162.5% |
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