+250.0%
SPSM vs VT
+306.8%
-56.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.7% |
| 30D | -2.4% | +1.0% | -3.4% | -3.5% |
| 3M | +4.0% | +2.4% | +1.6% | +1.1% |
| 6M | +12.4% | +12.0% | +0.4% | -1.3% |
| YTD | +21.5% | +15.3% | +6.1% | +3.2% |
| 1Y | +24.0% | +22.6% | +1.5% | -1.5% |
| 3Y | +49.9% | +74.7% | -24.8% | -19.2% |
| 5Y | +40.1% | +66.1% | -26.0% | -20.0% |
| 10Y | +171.3% | +225.0% | -53.7% | -22.0% |
| All | +250.0% | +306.8% | -56.9% | -14.9% |
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