-100.0%
SPRB vs VT
+103.7%
-203.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.1% | -4.3% | -1.8% |
| 7D | -8.8% | -4.2% | -4.6% | -1.9% |
| 30D | -0.2% | -5.8% | +5.6% | +10.2% |
| 3M | -8.4% | -5.2% | -3.1% | +0.1% |
| 6M | -28.0% | +0.1% | -28.2% | -27.8% |
| YTD | -51.0% | +8.2% | -59.2% | -56.0% |
| 1Y | -64.4% | +10.1% | -74.5% | -69.1% |
| 3Y | -99.3% | +69.7% | -169.0% | -99.6% |
| 5Y | -99.8% | +53.4% | -153.2% | -99.9% |
| All | -100.0% | +103.7% | -203.6% | -100.0% |
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