-99.9%
SPRB vs VT
+117.0%
-217.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.7% | +0.4% | -5.1% | -5.3% |
| 30D | +24.3% | +1.0% | +23.3% | +22.4% |
| 3M | +9.0% | +2.4% | +6.6% | +5.1% |
| 6M | +0.7% | +12.0% | -11.3% | -14.7% |
| YTD | -33.5% | +15.3% | -48.8% | -46.2% |
| 1Y | +559.0% | +22.6% | +536.5% | +381.4% |
| 3Y | -99.5% | +74.7% | -174.2% | -99.8% |
| 5Y | -99.9% | +66.1% | -166.0% | -99.9% |
| All | -99.9% | +117.0% | -217.0% | -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