+114.4%
SPMO vs VFC
-68.3%
+182.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.0% |
| 7D | +6.3% | +1.6% | +4.7% | +6.1% |
| 30D | -8.9% | +25.5% | -34.4% | -11.7% |
| 3M | -13.2% | +41.3% | -54.5% | -17.4% |
| 6M | -9.3% | +22.2% | -31.5% | -12.3% |
| YTD | +11.6% | +16.4% | -4.9% | +8.1% |
| 1Y | +13.4% | +38.4% | -25.0% | +7.1% |
| 3Y | +122.9% | +56.2% | +66.7% | +95.5% |
| All | +114.4% | -68.3% | +182.7% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling