+1,238.2%
VST vs SPMO
+519.0%
+719.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | +9.9% | +3.4% | +6.5% | +6.7% |
| 30D | +7.9% | +0.5% | +7.4% | +7.4% |
| 3M | +3.4% | +1.9% | +1.5% | +0.9% |
| 6M | -4.1% | +27.8% | -31.9% | -24.3% |
| YTD | -5.7% | +26.7% | -32.4% | -24.6% |
| 1Y | -18.9% | +28.9% | -47.8% | -35.8% |
| 3Y | +359.1% | +160.7% | +198.4% | +128.7% |
| 5Y | +766.9% | +150.2% | +616.7% | +340.4% |
| All | +1,238.2% | +519.0% | +719.2% | +338.0% |
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