-72.4%
SPDN price history and return analytics
+222.7%
-295.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | -0.2% |
| 7D | -2.9% | +2.9% | -5.8% | 0.0% |
| 30D | +3.0% | -2.5% | +5.5% | +0.7% |
| 3M | +3.2% | -3.3% | +6.5% | +0.2% |
| 6M | -0.2% | +1.5% | -1.8% | +2.4% |
| YTD | -6.4% | +11.4% | -17.8% | +6.4% |
| 1Y | -5.9% | +11.9% | -17.8% | +7.8% |
| 3Y | -32.4% | +73.9% | -106.3% | +27.4% |
| 5Y | -28.6% | +57.9% | -86.5% | +31.0% |
| All | -72.4% | +222.7% | -295.1% | +20.5% |
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