+50.1%
SPH vs VT
+223.7%
-173.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | +3.1% | -2.6% | +5.7% | +4.6% |
| 3M | -0.5% | -3.2% | +2.7% | +1.3% |
| 6M | -8.8% | +0.9% | -9.8% | -9.9% |
| YTD | -0.1% | +11.3% | -11.4% | -7.9% |
| 1Y | +1.3% | +14.0% | -12.7% | -8.2% |
| 3Y | +28.5% | +75.8% | -47.4% | -13.9% |
| 5Y | +66.6% | +57.8% | +8.7% | +19.3% |
| 10Y | +50.1% | +219.8% | -169.7% | -39.6% |
| All | +50.1% | +223.7% | -173.6% | -39.6% |
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