-81.5%
SSTK vs VT
+327.0%
-408.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.6% | -4.1% | -25.5% | -24.8% |
| 7D | -29.3% | -4.2% | -25.1% | -24.3% |
| 30D | -24.8% | -5.8% | -19.0% | -17.9% |
| 3M | -50.8% | -5.2% | -45.6% | -46.7% |
| 6M | -80.6% | +0.1% | -80.7% | -80.2% |
| YTD | -83.1% | +8.2% | -91.4% | -84.3% |
| 1Y | -85.7% | +10.1% | -95.8% | -86.9% |
| 3Y | -91.4% | +69.7% | -161.1% | -95.0% |
| 5Y | -97.0% | +53.4% | -150.3% | -98.0% |
| 10Y | -91.7% | +219.2% | -310.9% | -97.6% |
| All | -81.5% | +327.0% | -408.4% | -96.1% |
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 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