-30.5%
SPT vs VT
+123.3%
-153.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.0% |
| 7D | +6.7% | +2.9% | +3.8% | +1.9% |
| 30D | +2.9% | -2.5% | +5.5% | +6.2% |
| 3M | +20.7% | -3.3% | +24.1% | +25.6% |
| 6M | +76.0% | +1.5% | +74.5% | +67.5% |
| YTD | +2.3% | +11.4% | -9.1% | -17.8% |
| 1Y | +4.2% | +11.9% | -7.8% | -17.0% |
| 3Y | -76.6% | +73.9% | -150.5% | -91.2% |
| 5Y | -91.6% | +57.9% | -149.5% | -96.0% |
| All | -30.5% | +123.3% | -153.8% | -76.4% |
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