-72.2%
SPDN price history and return analytics
+221.8%
-294.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.2% |
| 7D | -2.4% | +2.4% | -4.7% | +0.1% |
| 30D | +2.4% | -1.5% | +3.9% | +1.2% |
| 3M | +4.3% | -4.1% | +8.4% | +0.4% |
| 6M | +0.8% | +0.6% | +0.2% | +2.4% |
| YTD | -6.0% | +11.0% | -17.0% | +6.6% |
| 1Y | -6.9% | +13.3% | -20.3% | +8.0% |
| 3Y | -32.2% | +73.4% | -105.5% | +27.5% |
| 5Y | -28.2% | +57.4% | -85.7% | +31.2% |
| All | -72.2% | +221.8% | -294.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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