+95.2%
SPYC vs VT
+115.3%
-20.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | 0.0% | -0.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.1% |
| 30D | -3.2% | -1.4% | -1.8% | -1.6% |
| 3M | -6.5% | -1.4% | -5.1% | -5.0% |
| 6M | +4.2% | +5.5% | -1.3% | -1.5% |
| YTD | +6.2% | +12.8% | -6.6% | -6.7% |
| 1Y | +5.2% | +15.4% | -10.2% | -9.8% |
| 3Y | +65.2% | +76.9% | -11.6% | -7.1% |
| 5Y | +42.0% | +60.4% | -18.4% | -10.5% |
| All | +95.2% | +115.3% | -20.2% | -11.3% |
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