-95.4%
SPPL vs VT
+76.9%
-172.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -13.4% | +0.4% | -13.8% | -13.4% |
| 30D | -10.4% | +1.0% | -11.4% | -10.4% |
| 3M | -51.1% | +2.4% | -53.5% | -51.0% |
| 6M | -36.0% | +12.0% | -48.0% | -35.0% |
| YTD | -57.4% | +15.3% | -72.7% | -56.9% |
| 1Y | -42.3% | +22.6% | -64.8% | -42.2% |
| All | -95.4% | +76.9% | -172.2% | -95.1% |
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