+187.2%
SSRM vs VT
+224.5%
-37.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.4% | +0.4% | -0.8% | -0.7% |
| 30D | +28.2% | +1.0% | +27.3% | +27.5% |
| 3M | +26.2% | +2.4% | +23.8% | +24.7% |
| 6M | +11.8% | +12.0% | -0.2% | +4.4% |
| YTD | +69.6% | +15.3% | +54.3% | +56.0% |
| 1Y | +82.2% | +22.6% | +59.6% | +61.3% |
| 3Y | +153.2% | +74.7% | +78.6% | +83.4% |
| 5Y | +129.7% | +66.1% | +63.6% | +68.2% |
| All | +187.2% | +224.5% | -37.2% | +18.2% |
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