-6.4%
SSPC vs VG
+3.2%
-9.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.5% | -1.0% | +4.3% |
| 7D | -11.1% | +5.5% | -16.6% | -11.3% |
| 30D | +19.1% | -3.6% | +22.6% | +19.6% |
| 3M | -31.7% | -4.0% | -27.7% | -30.9% |
| All | -6.4% | +3.2% | -9.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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 · Available span rolling