+3.0%
SSPC vs VLTO
+40.9%
-37.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.8% | -17.5% |
| 7D | -4.7% | +5.4% | -10.0% | -7.8% |
| 30D | +36.7% | +22.3% | +14.4% | +25.8% |
| 3M | -49.4% | +19.6% | -69.1% | -53.4% |
| All | +3.0% | +40.9% | -37.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · Available span rolling