+703.1%
SPYM vs VT
+346.0%
+357.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -2.7% | -2.3% | -0.4% | -0.8% |
| 30D | -5.4% | -5.0% | -0.4% | -1.4% |
| 3M | -4.1% | -4.9% | +0.8% | -0.1% |
| 6M | +0.8% | -1.5% | +2.3% | +2.0% |
| YTD | +8.8% | +8.5% | +0.3% | +1.8% |
| 1Y | +11.0% | +11.4% | -0.4% | +1.7% |
| 3Y | +75.5% | +70.1% | +5.4% | +15.2% |
| 5Y | +68.4% | +53.7% | +14.7% | +20.2% |
| 10Y | +316.1% | +220.0% | +96.1% | +76.3% |
| All | +703.1% | +346.0% | +357.1% | +160.0% |
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