+160.6%
SPMO vs VFC
-27.2%
+187.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +2.7% | -2.3% | +5.1% | +3.0% |
| 30D | +1.1% | -13.4% | +14.4% | +2.7% |
| 3M | +2.0% | -23.7% | +25.7% | +4.8% |
| 6M | +26.5% | -24.5% | +51.0% | +29.8% |
| YTD | +26.5% | -27.8% | +54.4% | +30.3% |
| 1Y | +27.9% | -13.5% | +41.4% | +28.6% |
| All | +160.6% | -27.2% | +187.8% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling