+18.2%
SPTS vs VT
+214.8%
-196.6%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.1% |
| 7D | 0.0% | -4.2% | +4.2% | 0.0% |
| 30D | +0.6% | -5.8% | +6.4% | +0.6% |
| 3M | -0.1% | -5.2% | +5.2% | -0.1% |
| 6M | +0.5% | +0.1% | +0.4% | +0.5% |
| YTD | +0.9% | +8.2% | -7.3% | +1.1% |
| 1Y | +1.8% | +10.1% | -8.3% | +1.9% |
| 3Y | +12.3% | +69.7% | -57.3% | +13.1% |
| 5Y | +10.3% | +53.4% | -43.1% | +10.8% |
| All | +18.2% | +214.8% | -196.6% | +20.6% |
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