-98.5%
SPCE vs VT
+175.4%
-273.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +3.4% | +0.4% | +3.0% | +2.6% |
| 30D | +5.2% | +1.0% | +4.2% | +3.4% |
| 3M | -35.6% | +2.4% | -38.0% | -37.9% |
| 6M | +16.5% | +12.0% | +4.5% | -2.9% |
| YTD | -5.3% | +15.3% | -20.6% | -24.5% |
| 1Y | -1.3% | +22.6% | -23.9% | -28.6% |
| 3Y | -94.1% | +74.7% | -168.8% | -97.5% |
| 5Y | -99.4% | +66.1% | -165.5% | -99.7% |
| All | -98.5% | +175.4% | -273.9% | -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 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