+57.4%
SPHB vs VT
+53.2%
+4.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -1.6% |
| 7D | -13.4% | -4.2% | -9.3% | -7.1% |
| 30D | -20.2% | -5.8% | -14.4% | -11.8% |
| 3M | -15.6% | -5.2% | -10.4% | -7.4% |
| 6M | -8.9% | +0.1% | -9.1% | -7.8% |
| YTD | +7.4% | +8.2% | -0.8% | -3.5% |
| 1Y | +10.9% | +10.1% | +0.7% | -3.0% |
| 3Y | +87.9% | +69.7% | +18.2% | -13.9% |
| 5Y | +57.4% | +53.4% | +4.0% | -12.2% |
| All | +57.4% | +53.2% | +4.2% | -12.2% |
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