+23.5%
SPTS vs VT
+399.1%
-375.6%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +0.5% | -1.4% | +2.0% | +0.5% |
| 3M | -0.1% | -1.4% | +1.3% | -0.1% |
| 6M | +0.4% | +5.5% | -5.1% | +0.4% |
| YTD | +0.8% | +12.8% | -12.1% | +1.0% |
| 1Y | +1.5% | +15.4% | -13.9% | +1.7% |
| 3Y | +12.1% | +76.9% | -64.7% | +13.1% |
| 5Y | +10.1% | +60.4% | -50.3% | +10.9% |
| 10Y | +17.9% | +232.8% | -214.9% | +20.8% |
| All | +23.5% | +399.1% | -375.6% | +26.8% |
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 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