-87.8%
SPRY vs VT
+95.3%
-183.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.9% |
| 7D | -16.4% | -0.3% | -16.1% | -16.1% |
| 30D | -28.9% | -1.4% | -27.5% | -27.8% |
| 3M | -42.7% | -1.4% | -41.3% | -41.6% |
| 6M | -65.5% | +5.5% | -70.9% | -67.6% |
| YTD | -73.8% | +12.8% | -86.7% | -77.3% |
| 1Y | -65.0% | +15.4% | -80.4% | -70.1% |
| 3Y | -19.1% | +76.9% | -96.0% | -56.5% |
| 5Y | -66.1% | +60.4% | -126.5% | -77.9% |
| All | -87.8% | +95.3% | -183.1% | -93.7% |
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