+32.3%
SPEM vs VT
+59.7%
-27.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -6.9% | -1.4% | -5.4% | -5.7% |
| 3M | -5.4% | -1.4% | -4.0% | -4.2% |
| 6M | -2.6% | +5.5% | -8.0% | -6.7% |
| YTD | +6.2% | +12.8% | -6.7% | -3.7% |
| 1Y | +7.4% | +15.4% | -8.0% | -4.3% |
| 3Y | +58.2% | +76.9% | -18.7% | -0.3% |
| All | +32.3% | +59.7% | -27.4% | -9.5% |
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 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