-66.3%
SSYS vs VT
+215.5%
-281.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.8% | +4.7% |
| 7D | -4.5% | -2.3% | -2.1% | -0.9% |
| 30D | -22.1% | -5.0% | -17.1% | -15.8% |
| 3M | -26.6% | -4.9% | -21.8% | -20.6% |
| 6M | -30.6% | -1.5% | -29.1% | -27.7% |
| YTD | -26.0% | +8.5% | -34.5% | -32.2% |
| 1Y | -32.1% | +11.4% | -43.5% | -40.0% |
| 3Y | -42.0% | +70.1% | -112.1% | -71.3% |
| 5Y | -81.5% | +53.7% | -135.2% | -89.1% |
| All | -66.3% | +215.5% | -281.9% | -90.4% |
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