-69.0%
SSP vs VT
+214.8%
-283.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +8.9% |
| 7D | +17.1% | -4.2% | +21.2% | +24.6% |
| 30D | +1.0% | -5.8% | +6.8% | +10.5% |
| 3M | +2.8% | -5.2% | +8.0% | +11.6% |
| 6M | -40.0% | +0.1% | -40.2% | -41.1% |
| YTD | -26.1% | +8.2% | -34.3% | -36.1% |
| 1Y | +85.9% | +10.1% | +75.8% | +55.6% |
| 3Y | -45.5% | +69.7% | -115.2% | -76.6% |
| 5Y | -81.7% | +53.4% | -135.1% | -90.5% |
| All | -69.0% | +214.8% | -283.8% | -93.8% |
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