+4.7%
SPEM vs VT
+10.5%
-5.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | -0.5% | -2.3% | +1.8% | +2.1% |
| 30D | -7.6% | -5.0% | -2.7% | -2.2% |
| 3M | -7.1% | -4.9% | -2.2% | -1.7% |
| 6M | -7.8% | -1.5% | -6.2% | -6.0% |
| YTD | +4.0% | +8.5% | -4.4% | -3.8% |
| 1Y | +4.7% | +11.4% | -6.7% | -4.9% |
| All | +4.7% | +10.5% | -5.8% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling