-55.1%
SPMC vs VT
+41.3%
-96.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.0% |
| 7D | +2.8% | -2.3% | +5.1% | +4.6% |
| 30D | -27.7% | -5.0% | -22.8% | -25.4% |
| 3M | -41.8% | -4.9% | -36.9% | -40.0% |
| 6M | -39.8% | -1.5% | -38.3% | -39.2% |
| YTD | -48.1% | +8.5% | -56.6% | -50.6% |
| 1Y | -55.2% | +11.4% | -66.5% | -58.0% |
| All | -55.1% | +41.3% | -96.4% | -63.9% |
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