-93.2%
SPHL vs VT
+33.9%
-127.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.7% | +2.9% | -4.6% | -1.7% |
| 30D | -4.6% | -2.5% | -2.1% | -5.2% |
| 3M | -18.1% | -3.3% | -14.7% | -18.7% |
| 6M | -15.0% | +1.5% | -16.5% | -16.1% |
| YTD | +9.1% | +11.4% | -2.2% | +1.5% |
| 1Y | -36.7% | +11.9% | -48.6% | -41.3% |
| All | -93.2% | +33.9% | -127.0% | -94.3% |
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 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