-41.4%
VRT vs SSPC
-27.8%
-13.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -17.3% | +20.8% | +1.4% |
| 7D | -21.4% | -4.7% | -16.7% | -21.0% |
| 30D | -25.8% | +36.7% | -62.5% | -23.2% |
| 3M | -33.5% | -49.4% | +15.9% | -32.3% |
| All | -41.4% | -27.8% | -13.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 5y: compounded portfolio wealth divided by compounded SSPC 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…
5y analysis · Full analysis span regression · Available span rolling