-64.3%
SSYS vs VT
+356.1%
-420.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.5% | -1.6% | -0.9% | -0.5% |
| 30D | -19.8% | -2.5% | -17.3% | -17.1% |
| 3M | -14.1% | -1.3% | -12.8% | -12.3% |
| 6M | -21.7% | +3.1% | -24.8% | -23.4% |
| YTD | -19.6% | +10.9% | -30.5% | -27.4% |
| 1Y | -34.1% | +12.1% | -46.2% | -41.1% |
| 3Y | -38.0% | +73.9% | -111.9% | -66.7% |
| 5Y | -78.2% | +58.0% | -136.2% | -86.4% |
| 10Y | -62.8% | +225.5% | -288.2% | -88.9% |
| All | -64.3% | +356.1% | -420.4% | -92.3% |
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 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