+3.6%
SPOT vs VG
-38.0%
+41.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.6% |
| 7D | -2.9% | -2.5% | -0.3% | -2.7% |
| 30D | +8.3% | +11.1% | -2.8% | +7.7% |
| 3M | +5.1% | +14.9% | -9.8% | +4.0% |
| 6M | -6.5% | +18.4% | -24.8% | -8.2% |
| YTD | -9.0% | +116.6% | -125.5% | -14.5% |
| 1Y | -26.4% | +9.4% | -35.8% | -27.6% |
| All | +3.6% | -38.0% | +41.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling