+24.1%
SPSM vs VT
+53.2%
-29.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | +0.7% |
| 7D | -3.2% | -4.2% | +1.0% | +1.4% |
| 30D | -1.0% | -5.8% | +4.8% | +5.6% |
| 3M | -7.3% | -5.2% | -2.1% | -1.8% |
| 6M | +0.2% | +0.1% | +0.1% | -0.4% |
| YTD | +15.4% | +8.2% | +7.1% | +4.9% |
| 1Y | +17.5% | +10.1% | +7.4% | +4.9% |
| 3Y | +53.2% | +69.7% | -16.5% | -14.9% |
| 5Y | +24.1% | +53.4% | -29.3% | -22.1% |
| All | +24.1% | +53.2% | -29.1% | -22.1% |
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