-92.9%
SPPL vs VT
+73.0%
-165.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +1.7% | +11.8% | +13.5% |
| 7D | +35.5% | -0.3% | +35.8% | +35.4% |
| 30D | +38.1% | -1.4% | +39.6% | +38.1% |
| 3M | -21.0% | -1.4% | -19.6% | -21.0% |
| 6M | +7.7% | +5.5% | +2.3% | +7.9% |
| YTD | -34.4% | +12.8% | -47.2% | -33.6% |
| 1Y | -52.3% | +15.4% | -67.7% | -52.0% |
| 3Y | -93.2% | +76.9% | -170.0% | -92.4% |
| All | -92.9% | +73.0% | -165.9% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling