+10.6%
SPMB vs VT
+231.8%
-221.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +0.6% | -0.3% | +1.0% | +0.7% |
| 30D | +3.3% | -1.4% | +4.7% | +3.5% |
| 3M | -1.2% | -1.4% | +0.2% | -1.0% |
| 6M | -1.0% | +5.5% | -6.5% | -1.7% |
| YTD | -0.8% | +12.8% | -13.6% | -2.3% |
| 1Y | -0.1% | +15.4% | -15.5% | -1.9% |
| 3Y | +16.2% | +76.9% | -60.7% | +7.7% |
| 5Y | +0.3% | +60.4% | -60.1% | -6.2% |
| 10Y | +10.6% | +232.8% | -222.1% | -4.2% |
| All | +10.6% | +231.8% | -221.2% | -4.2% |
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