+94.1%
SPHY vs VT
+364.1%
-269.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | -0.1% | -5.0% | +4.9% | +1.2% |
| 3M | -1.8% | -4.9% | +3.1% | -0.6% |
| 6M | -1.1% | -1.5% | +0.4% | -0.9% |
| YTD | +0.4% | +8.5% | -8.1% | -2.0% |
| 1Y | +1.9% | +11.4% | -9.5% | -1.3% |
| 3Y | +24.8% | +70.1% | -45.3% | +7.2% |
| 5Y | +19.6% | +53.7% | -34.1% | +4.5% |
| 10Y | +57.4% | +220.0% | -162.5% | +18.6% |
| All | +94.1% | +364.1% | -269.9% | +42.2% |
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 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