+168.6%
SPSM vs VT
+223.7%
-55.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | 0.0% |
| 7D | +0.1% | +0.4% | -0.2% | -0.3% |
| 30D | +3.0% | -2.6% | +5.6% | +6.1% |
| 3M | -4.5% | -3.2% | -1.3% | -1.0% |
| 6M | +3.1% | +0.9% | +2.1% | +1.6% |
| YTD | +18.8% | +11.3% | +7.5% | +4.4% |
| 1Y | +21.7% | +14.0% | +7.7% | +4.0% |
| 3Y | +64.2% | +75.8% | -11.7% | -14.6% |
| 5Y | +28.1% | +57.8% | -29.8% | -24.1% |
| 10Y | +168.6% | +219.8% | -51.2% | -27.4% |
| All | +168.6% | +223.7% | -55.1% | -27.4% |
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 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