-87.3%
SSTK vs VT
+224.5%
-311.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.4% |
| 30D | -8.0% | +1.0% | -9.0% | -9.0% |
| 3M | -56.5% | +2.4% | -58.9% | -57.5% |
| 6M | -65.6% | +12.0% | -77.6% | -69.7% |
| YTD | -68.5% | +15.3% | -83.8% | -73.1% |
| 1Y | -70.3% | +22.6% | -92.8% | -76.2% |
| 3Y | -84.1% | +74.7% | -158.8% | -91.1% |
| 5Y | -94.0% | +66.1% | -160.1% | -96.4% |
| All | -87.3% | +224.5% | -311.8% | -96.3% |
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