-98.2%
SST vs VT
+121.5%
-219.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -2.1% |
| 7D | -2.8% | -0.3% | -2.5% | -2.5% |
| 30D | -23.5% | -1.4% | -22.0% | -22.4% |
| 3M | -12.4% | -1.4% | -11.0% | -11.1% |
| 6M | -52.6% | +5.5% | -58.0% | -54.2% |
| YTD | -55.1% | +12.8% | -67.9% | -59.5% |
| 1Y | -69.1% | +15.4% | -84.5% | -72.7% |
| 3Y | -85.3% | +76.9% | -162.2% | -90.6% |
| 5Y | -98.2% | +60.4% | -158.6% | -98.9% |
| All | -98.2% | +121.5% | -219.8% | -99.0% |
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