+158.6%
SSRM vs VT
+231.8%
-73.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +6.3% |
| 7D | -5.2% | -0.3% | -4.9% | -4.8% |
| 30D | -17.0% | -1.4% | -15.5% | -15.8% |
| 3M | +6.0% | -1.4% | +7.4% | +7.7% |
| 6M | -0.6% | +5.5% | -6.0% | -3.0% |
| YTD | +28.5% | +12.8% | +15.7% | +21.0% |
| 1Y | +29.8% | +15.4% | +14.4% | +20.5% |
| 3Y | +131.4% | +76.9% | +54.5% | +70.0% |
| 5Y | +71.2% | +60.4% | +10.8% | +29.9% |
| 10Y | +158.6% | +232.8% | -74.2% | +11.9% |
| All | +158.6% | +231.8% | -73.3% | +11.9% |
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 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