+101.1%
SPEM vs VT
+214.8%
-113.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +0.1% |
| 7D | -4.0% | -4.2% | +0.1% | -0.2% |
| 30D | -10.3% | -5.8% | -4.5% | -5.2% |
| 3M | -8.6% | -5.2% | -3.4% | -4.0% |
| 6M | -7.2% | +0.1% | -7.4% | -7.1% |
| YTD | +2.3% | +8.2% | -5.9% | -4.4% |
| 1Y | +2.6% | +10.1% | -7.5% | -5.7% |
| 3Y | +52.5% | +69.7% | -17.2% | -5.5% |
| 5Y | +27.5% | +53.4% | -25.9% | -13.6% |
| All | +101.1% | +214.8% | -113.7% | -37.2% |
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