-100.0%
SPRC vs VT
+68.1%
-168.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -19.6% | +0.4% | -20.1% | -19.8% |
| 30D | -23.2% | +1.0% | -24.2% | -23.7% |
| 3M | -54.2% | +2.4% | -56.5% | -55.2% |
| 6M | +2.1% | +12.0% | -9.9% | -7.5% |
| YTD | -56.8% | +15.3% | -72.1% | -61.7% |
| 1Y | -72.4% | +22.6% | -95.0% | -76.7% |
| 3Y | -99.3% | +74.7% | -174.0% | -99.5% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +68.1% | -168.0% | -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