-98.6%
SPCE vs VT
+159.0%
-257.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.4% | +0.2% | +16.2% | +16.0% |
| 7D | +7.4% | -2.3% | +9.7% | +11.7% |
| 30D | -8.0% | -5.0% | -3.0% | +0.6% |
| 3M | -5.5% | -4.9% | -0.6% | +3.5% |
| 6M | +4.1% | -1.5% | +5.7% | +8.3% |
| YTD | -13.7% | +8.5% | -22.2% | -23.2% |
| 1Y | -22.6% | +11.4% | -34.0% | -34.0% |
| 3Y | -91.8% | +70.1% | -161.9% | -96.3% |
| 5Y | -99.3% | +53.7% | -153.0% | -99.6% |
| All | -98.6% | +159.0% | -257.6% | -99.5% |
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