-52.3%
SPMC vs VT
+47.0%
-99.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | +9.9% | -0.3% | +10.2% | +10.1% |
| 30D | -23.5% | -1.4% | -22.0% | -22.9% |
| 3M | -36.5% | -1.4% | -35.1% | -36.0% |
| 6M | -34.5% | +5.5% | -40.0% | -36.5% |
| YTD | -44.9% | +12.8% | -57.8% | -48.8% |
| 1Y | -51.8% | +15.4% | -67.3% | -55.9% |
| All | -52.3% | +47.0% | -99.3% | -62.6% |
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