-72.6%
SPDN price history and return analytics
+224.4%
-296.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.4% |
| 30D | +2.5% | -1.7% | +4.3% | +1.1% |
| 3M | +2.5% | -2.3% | +4.8% | +0.6% |
| 6M | -0.6% | +1.5% | -2.1% | +2.0% |
| YTD | -6.9% | +12.0% | -18.9% | +6.6% |
| 1Y | -6.2% | +12.9% | -19.1% | +8.3% |
| 3Y | -32.7% | +74.9% | -107.7% | +27.6% |
| 5Y | -29.4% | +59.9% | -89.4% | +31.1% |
| 10Y | -72.6% | +224.6% | -297.2% | +20.3% |
| All | -72.6% | +224.4% | -296.9% | +20.3% |
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