-92.2%
SSTK vs VT
+215.5%
-307.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | -28.3% | -2.3% | -25.9% | -25.0% |
| 30D | -33.6% | -5.0% | -28.6% | -28.3% |
| 3M | -49.7% | -4.9% | -44.9% | -45.9% |
| 6M | -81.5% | -1.5% | -80.0% | -80.8% |
| YTD | -83.7% | +8.5% | -92.2% | -84.8% |
| 1Y | -85.6% | +11.4% | -97.0% | -87.0% |
| 3Y | -91.8% | +70.1% | -161.9% | -95.2% |
| 5Y | -97.1% | +53.7% | -150.8% | -98.1% |
| All | -92.2% | +215.5% | -307.7% | -97.6% |
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