+1,938.1%
SSO vs VT
+374.2%
+1,563.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.1% | +0.4% | -0.4% | -0.7% |
| 30D | -0.4% | +1.0% | -1.4% | -2.1% |
| 3M | +2.1% | +2.4% | -0.3% | -1.8% |
| 6M | +23.0% | +12.0% | +11.0% | +0.9% |
| YTD | +22.7% | +15.3% | +7.4% | -4.3% |
| 1Y | +34.0% | +22.6% | +11.4% | -6.0% |
| 3Y | +143.7% | +74.7% | +69.1% | -4.5% |
| 5Y | +118.9% | +66.1% | +52.7% | +1.4% |
| 10Y | +730.5% | +225.0% | +505.5% | +47.2% |
| All | +1,938.1% | +374.2% | +1,563.9% | +155.7% |
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