+213.7%
VT vs SPMO
+422.3%
-208.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.9% |
| 7D | -2.3% | -8.7% | +6.4% | +3.8% |
| 30D | -5.0% | -18.7% | +13.7% | +9.3% |
| 3M | -4.9% | -16.4% | +11.5% | +7.1% |
| 6M | -1.5% | -11.9% | +10.3% | +5.3% |
| YTD | +8.5% | +4.9% | +3.6% | +2.0% |
| 1Y | +11.4% | +6.2% | +5.2% | +3.7% |
| 3Y | +70.1% | +115.1% | -45.0% | -8.0% |
| 5Y | +53.7% | +102.2% | -48.5% | -13.3% |
| All | +213.7% | +422.3% | -208.7% | +5.8% |
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