+117.5%
SPEM vs VT
+345.0%
-227.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +0.6% |
| 7D | -4.0% | -4.2% | +0.1% | +0.2% |
| 30D | -10.3% | -5.8% | -4.5% | -4.6% |
| 3M | -8.6% | -5.2% | -3.4% | -3.4% |
| 6M | -7.2% | +0.1% | -7.4% | -7.2% |
| YTD | +2.3% | +8.2% | -5.9% | -5.4% |
| 1Y | +2.6% | +10.1% | -7.5% | -6.9% |
| 3Y | +52.5% | +69.7% | -17.2% | -12.0% |
| 5Y | +27.5% | +53.4% | -25.9% | -19.3% |
| 10Y | +108.3% | +219.2% | -110.9% | -40.9% |
| All | +117.5% | +345.0% | -227.5% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling