+262.4%
VST vs SPMO
+116.1%
+146.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +8.4% |
| 7D | -9.8% | -8.7% | -1.1% | +2.3% |
| 30D | -25.1% | -18.7% | -6.5% | -0.3% |
| 3M | -11.6% | -16.4% | +4.8% | +13.0% |
| 6M | -20.9% | -11.9% | -9.1% | -10.6% |
| YTD | -22.3% | +4.9% | -27.2% | -34.6% |
| 1Y | -32.0% | +6.2% | -38.2% | -44.0% |
| 3Y | +262.4% | +115.1% | +147.3% | +60.6% |
| All | +262.4% | +116.1% | +146.3% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling