+576.6%
SPMO vs VFC
-73.3%
+649.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +3.4% | +0.8% | +2.5% | +3.2% |
| 30D | +0.5% | -11.9% | +12.5% | +2.8% |
| 3M | +1.9% | -20.2% | +22.1% | +5.5% |
| 6M | +27.8% | -23.0% | +50.8% | +32.7% |
| YTD | +26.7% | -26.2% | +52.9% | +32.1% |
| 1Y | +28.9% | -13.3% | +42.2% | +29.4% |
| 3Y | +160.7% | -25.5% | +186.1% | +148.1% |
| 5Y | +150.2% | -78.1% | +228.3% | +223.7% |
| 10Y | +517.5% | -68.8% | +586.3% | +630.4% |
| All | +576.6% | -73.3% | +649.9% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling