+79.3%
SPYM vs VCIT
+20.1%
+59.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -2.4% | +1.5% | -3.8% | -3.7% |
| 3M | -1.1% | -1.0% | -0.2% | -0.2% |
| 6M | +3.3% | -1.7% | +5.0% | +5.0% |
| YTD | +12.4% | -1.4% | +13.7% | +13.8% |
| 1Y | +12.5% | -0.9% | +13.5% | +13.7% |
| All | +79.3% | +20.1% | +59.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling