+179.0%
SPMD vs VT
+214.8%
-35.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.6% |
| 7D | -3.4% | -4.2% | +0.7% | +1.2% |
| 30D | -3.2% | -5.8% | +2.6% | +3.5% |
| 3M | -6.6% | -5.2% | -1.4% | -0.9% |
| 6M | -1.6% | +0.1% | -1.8% | -2.1% |
| YTD | +9.5% | +8.2% | +1.3% | -0.3% |
| 1Y | +12.1% | +10.1% | +2.0% | +0.1% |
| 3Y | +50.8% | +69.7% | -18.8% | -17.2% |
| 5Y | +33.0% | +53.4% | -20.4% | -17.8% |
| All | +179.0% | +214.8% | -35.8% | -18.0% |
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