-89.4%
SPRY vs VT
+87.3%
-176.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.1% | -9.0% | -8.4% |
| 7D | -27.6% | -4.2% | -23.4% | -23.5% |
| 30D | -38.3% | -5.8% | -32.5% | -33.6% |
| 3M | -50.6% | -5.2% | -45.3% | -47.0% |
| 6M | -70.7% | +0.1% | -70.8% | -70.6% |
| YTD | -77.3% | +8.2% | -85.5% | -79.2% |
| 1Y | -70.7% | +10.1% | -80.8% | -73.5% |
| 3Y | -29.7% | +69.7% | -99.4% | -60.2% |
| 5Y | -69.9% | +53.4% | -123.3% | -79.2% |
| All | -89.4% | +87.3% | -176.7% | -94.3% |
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