+468.7%
SPCX vs VT
+44.2%
+424.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +5.8% |
| 7D | -0.3% | -2.3% | +2.0% | +18.4% |
| 30D | -19.9% | -5.0% | -14.9% | +29.1% |
| 3M | +16.8% | -4.9% | +21.7% | +70.8% |
| 6M | +510.9% | +9.0% | +501.9% | +313.4% |
| YTD | +516.3% | +8.5% | +507.9% | +317.1% |
| 1Y | +421.3% | +11.4% | +409.9% | +252.9% |
| All | +468.7% | +44.2% | +424.5% | +276.7% |
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