+29.3%
VCIT vs SPMO
+517.5%
-488.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | -0.8% | +0.5% | -1.3% | -0.8% |
| 3M | -0.5% | +1.9% | -2.4% | -0.7% |
| 6M | -1.4% | +27.8% | -29.2% | -3.0% |
| YTD | -0.8% | +26.7% | -27.4% | -2.4% |
| 1Y | +0.3% | +28.9% | -28.6% | -1.4% |
| 3Y | +19.2% | +160.7% | -141.4% | +11.8% |
| 5Y | +3.6% | +150.2% | -146.6% | -2.9% |
| 10Y | +29.3% | +517.5% | -488.2% | +18.7% |
| All | +29.3% | +517.5% | -488.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling