+460.5%
SPMO vs VFC
-48.6%
+509.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.2% |
| 7D | +6.3% | +1.6% | +4.7% | +6.0% |
| 30D | -8.9% | +25.5% | -34.4% | -12.8% |
| 3M | -13.2% | +41.3% | -54.5% | -18.9% |
| 6M | -9.3% | +22.2% | -31.5% | -13.5% |
| YTD | +11.6% | +16.4% | -4.9% | +6.7% |
| 1Y | +13.4% | +38.4% | -25.0% | +4.6% |
| 3Y | +122.9% | +56.2% | +66.7% | +82.8% |
| 5Y | +113.9% | -68.2% | +182.1% | +167.4% |
| All | +460.5% | -48.6% | +509.2% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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