-72.6%
SPRY vs VT
+66.2%
-138.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.6% | +0.4% | -5.0% | -5.1% |
| 30D | +4.9% | +1.0% | +3.9% | +3.9% |
| 3M | -38.0% | +2.4% | -40.4% | -39.9% |
| 6M | -37.8% | +12.0% | -49.8% | -45.6% |
| YTD | -51.8% | +15.3% | -67.1% | -59.2% |
| 1Y | -47.4% | +22.6% | -70.0% | -58.1% |
| 3Y | -21.0% | +74.7% | -95.6% | -56.7% |
| All | -72.6% | +66.2% | -138.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling