+87.4%
SPNT vs VT
+294.3%
-206.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | +3.7% | +1.0% | +2.7% | +2.7% |
| 3M | +16.4% | +2.4% | +14.0% | +12.8% |
| 6M | +15.3% | +12.0% | +3.3% | +2.0% |
| YTD | +11.8% | +15.3% | -3.5% | -4.1% |
| 1Y | +29.9% | +22.6% | +7.3% | +4.7% |
| 3Y | +124.0% | +74.7% | +49.3% | +25.2% |
| 5Y | +159.0% | +66.1% | +92.9% | +51.1% |
| 10Y | +91.8% | +225.0% | -133.2% | -41.7% |
| All | +87.4% | +294.3% | -206.8% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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