+575.8%
SPMO vs VCLT
+33.2%
+542.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +1.1% | +0.1% | +1.0% | +1.0% |
| 3M | +2.0% | -2.9% | +4.9% | +3.1% |
| 6M | +26.5% | -4.0% | +30.5% | +28.4% |
| YTD | +26.5% | -2.2% | +28.8% | +27.6% |
| 1Y | +27.9% | -2.6% | +30.5% | +29.2% |
| 3Y | +160.4% | +12.3% | +148.1% | +150.3% |
| 5Y | +151.5% | -16.4% | +167.9% | +163.5% |
| 10Y | +526.3% | +18.1% | +508.3% | +529.0% |
| All | +575.8% | +33.2% | +542.6% | +575.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling