+5.2%
SPSK vs VT
+114.1%
-109.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +1.0% | -5.0% | +6.0% | +1.4% |
| 3M | -1.1% | -4.9% | +3.8% | -0.8% |
| 6M | -1.2% | -1.5% | +0.4% | -1.1% |
| YTD | -1.0% | +8.5% | -9.5% | -1.6% |
| 1Y | -0.8% | +11.4% | -12.1% | -1.6% |
| 3Y | +12.6% | +70.1% | -57.4% | +8.5% |
| 5Y | +2.4% | +53.7% | -51.3% | -0.8% |
| All | +5.2% | +114.1% | -109.0% | -0.6% |
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