-25.9%
SPCI vs VT
+11.5%
-37.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | -1.2% |
| 7D | +14.3% | -0.7% | +15.0% | +17.0% |
| 30D | -6.5% | -1.7% | -4.8% | -0.6% |
| 3M | -32.7% | -2.3% | -30.4% | -27.0% |
| 6M | -54.4% | +1.5% | -55.9% | -55.2% |
| All | -25.9% | +11.5% | -37.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling