+122.3%
SPYD vs VT
+221.4%
-99.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -0.7% | +1.0% | -1.7% | -1.6% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +4.4% | +4.5% | -0.2% | -0.2% |
| 6M | +6.8% | +14.1% | -7.3% | -6.3% |
| YTD | +16.2% | +14.8% | +1.4% | +1.3% |
| 1Y | +15.3% | +21.2% | -5.9% | -4.7% |
| 3Y | +53.6% | +76.6% | -22.9% | -12.9% |
| 5Y | +53.0% | +66.6% | -13.6% | -8.9% |
| 10Y | +122.3% | +222.3% | -100.0% | -32.6% |
| All | +122.3% | +221.4% | -99.2% | -32.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling