-68.0%
SSYS vs VT
+214.8%
-282.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -4.5% |
| 7D | -13.1% | -4.2% | -8.9% | -7.3% |
| 30D | -28.6% | -5.8% | -22.8% | -21.8% |
| 3M | -31.8% | -5.2% | -26.6% | -25.8% |
| 6M | -31.8% | +0.1% | -31.9% | -30.6% |
| YTD | -29.6% | +8.2% | -37.8% | -35.3% |
| 1Y | -38.0% | +10.1% | -48.1% | -44.3% |
| 3Y | -45.7% | +69.7% | -115.4% | -73.1% |
| 5Y | -82.4% | +53.4% | -135.8% | -89.6% |
| All | -68.0% | +214.8% | -282.8% | -90.9% |
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