-59.1%
SSYS vs VT
+374.2%
-433.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +3.4% | +0.4% | +2.9% | +2.8% |
| 30D | -10.7% | +1.0% | -11.7% | -11.6% |
| 3M | -16.3% | +2.4% | -18.7% | -18.0% |
| 6M | -18.4% | +12.0% | -30.4% | -27.7% |
| YTD | -7.8% | +15.3% | -23.2% | -20.8% |
| 1Y | -21.4% | +22.6% | -44.0% | -36.8% |
| 3Y | -45.8% | +74.7% | -120.5% | -71.0% |
| 5Y | -65.2% | +66.1% | -131.3% | -79.5% |
| 10Y | -63.5% | +225.0% | -288.5% | -89.2% |
| All | -59.1% | +374.2% | -433.2% | -91.6% |
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