+24.5%
SPMO vs VCLT
-4.4%
+28.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | -1.4% | +0.4% | +0.4% |
| 30D | -1.9% | -1.2% | -0.7% | -0.8% |
| 3M | -1.4% | -4.8% | +3.4% | +3.8% |
| 6M | +25.5% | -2.6% | +28.1% | +29.6% |
| YTD | +24.8% | -3.3% | +28.2% | +29.2% |
| 1Y | +24.5% | -4.8% | +29.3% | +30.6% |
| All | +24.5% | -4.4% | +28.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling