+23.8%
SPTS vs VT
+410.1%
-386.3%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | +0.1% |
| 30D | 0.0% | +1.0% | -0.9% | +0.1% |
| 3M | +0.5% | +2.4% | -1.9% | +0.6% |
| 6M | +0.6% | +12.0% | -11.4% | +0.7% |
| YTD | +1.1% | +15.3% | -14.3% | +1.3% |
| 1Y | +2.5% | +22.6% | -20.1% | +2.8% |
| 3Y | +13.4% | +74.7% | -61.3% | +14.4% |
| 5Y | +10.1% | +66.1% | -56.1% | +10.9% |
| 10Y | +18.3% | +225.0% | -206.7% | +21.2% |
| All | +23.8% | +410.1% | -386.3% | +27.2% |
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