+114.6%
SPH vs VT
+374.2%
-259.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.6% | +0.4% | -1.1% | -0.9% |
| 30D | -1.9% | +1.0% | -2.9% | -2.5% |
| 3M | -8.2% | +2.4% | -10.6% | -9.8% |
| 6M | -12.2% | +12.0% | -24.2% | -18.5% |
| YTD | -0.7% | +15.3% | -16.0% | -9.5% |
| 1Y | +1.8% | +22.6% | -20.8% | -10.8% |
| 3Y | +47.6% | +74.7% | -27.1% | +3.8% |
| 5Y | +65.1% | +66.1% | -1.0% | +18.0% |
| 10Y | +27.1% | +225.0% | -197.9% | -40.0% |
| All | +114.6% | +374.2% | -259.6% | -33.0% |
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