+23.7%
SPTS vs VT
+378.7%
-355.0%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3Y | +12.3% | +69.7% | -57.3% | +13.3% |
| 5Y | +10.3% | +53.4% | -43.1% | +11.0% |
| 10Y | +18.1% | +219.2% | -201.2% | +21.0% |
| All | +23.7% | +378.7% | -355.0% | +27.0% |
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