-18.5%
VST vs SPCH
-59.6%
+41.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +16.8% | -6.3% | +9.1% |
| 7D | -9.8% | -3.0% | -6.8% | -9.8% |
| 30D | -25.1% | -39.8% | +14.7% | -23.9% |
| 3M | -11.6% | +16.8% | -28.4% | -9.3% |
| All | -18.5% | -59.6% | +41.2% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling