+628.7%
SPHB vs VT
+348.1%
+280.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.5% | +0.4% | +1.0% | +0.8% |
| 30D | 0.0% | +1.0% | -1.0% | -1.3% |
| 3M | -2.2% | +2.4% | -4.5% | -4.7% |
| 6M | +21.7% | +12.0% | +9.7% | +4.4% |
| YTD | +27.3% | +15.3% | +11.9% | +4.9% |
| 1Y | +42.4% | +22.6% | +19.8% | +7.9% |
| 3Y | +98.6% | +74.7% | +24.0% | -6.4% |
| 5Y | +106.0% | +66.1% | +39.9% | +7.2% |
| 10Y | +416.1% | +225.0% | +191.1% | +14.4% |
| All | +628.7% | +348.1% | +280.7% | +4.5% |
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 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