+704.6%
SPTM vs VT
+356.1%
+348.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -1.6% | -0.2% | -0.4% |
| 30D | -1.7% | -2.5% | +0.8% | +0.4% |
| 3M | -0.4% | -1.3% | +0.9% | +0.8% |
| 6M | +5.1% | +3.1% | +2.0% | +2.4% |
| YTD | +11.8% | +10.9% | +0.8% | +2.2% |
| 1Y | +12.0% | +12.1% | 0.0% | +1.6% |
| 3Y | +78.3% | +73.9% | +4.4% | +11.9% |
| 5Y | +70.9% | +58.0% | +12.9% | +16.7% |
| 10Y | +314.9% | +225.5% | +89.5% | +62.2% |
| All | +704.6% | +356.1% | +348.5% | +144.5% |
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