-92.9%
SSTK vs VT
+222.7%
-315.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.1% |
| 7D | -13.0% | +2.9% | -15.9% | -16.0% |
| 30D | -36.9% | -2.5% | -34.4% | -34.0% |
| 3M | -52.7% | -3.3% | -49.3% | -50.0% |
| 6M | -82.9% | +1.5% | -84.5% | -82.9% |
| YTD | -85.3% | +11.4% | -96.7% | -86.8% |
| 1Y | -87.1% | +11.9% | -99.0% | -88.4% |
| 3Y | -92.4% | +73.9% | -166.2% | -95.6% |
| 5Y | -97.4% | +57.9% | -155.3% | -98.3% |
| All | -92.9% | +222.7% | -315.6% | -98.1% |
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