+199.0%
SPHR vs VT
+164.0%
+35.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | +16.4% | -0.1% | +16.5% | +16.1% |
| 30D | +14.9% | -3.1% | +17.9% | +19.1% |
| 3M | -24.8% | -3.5% | -21.3% | -21.6% |
| 6M | -8.3% | +0.5% | -8.8% | -9.4% |
| YTD | +28.6% | +10.8% | +17.8% | +12.5% |
| 1Y | +58.9% | +11.9% | +47.0% | +37.5% |
| 3Y | +240.0% | +73.0% | +167.0% | +82.4% |
| 5Y | +244.8% | +58.6% | +186.2% | +101.8% |
| All | +199.0% | +164.0% | +35.0% | +32.2% |
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 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