-11.9%
SPTL vs VT
+214.8%
-226.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | -0.2% |
| 7D | +0.6% | -4.2% | +4.8% | +0.2% |
| 30D | +5.6% | -5.8% | +11.4% | +5.0% |
| 3M | -0.8% | -5.2% | +4.4% | -1.3% |
| 6M | -2.1% | +0.1% | -2.3% | -2.1% |
| YTD | -2.7% | +8.2% | -11.0% | -1.8% |
| 1Y | -3.4% | +10.1% | -13.5% | -2.2% |
| 3Y | +8.1% | +69.7% | -61.5% | +16.7% |
| 5Y | -30.4% | +53.4% | -83.8% | -27.1% |
| All | -11.9% | +214.8% | -226.7% | +9.8% |
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