-88.8%
SPRY vs VT
+87.8%
-176.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.0% |
| 7D | -17.5% | -2.3% | -15.1% | -14.7% |
| 30D | -36.0% | -5.0% | -31.1% | -31.8% |
| 3M | -49.7% | -4.9% | -44.9% | -46.3% |
| 6M | -69.9% | -1.5% | -68.4% | -69.3% |
| YTD | -76.1% | +8.5% | -84.5% | -78.1% |
| 1Y | -66.0% | +11.4% | -77.3% | -69.6% |
| 3Y | -22.1% | +70.1% | -92.1% | -55.9% |
| 5Y | -68.3% | +53.7% | -122.1% | -78.2% |
| All | -88.8% | +87.8% | -176.6% | -94.0% |
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 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