-72.8%
SPDN price history and return analytics
+220.8%
-293.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.4% | +0.2% |
| 7D | +4.6% | -4.2% | +8.8% | +0.4% |
| 30D | +6.6% | -5.8% | +12.4% | +0.7% |
| 3M | +6.2% | -5.2% | +11.4% | +1.0% |
| 6M | +0.7% | +0.1% | +0.6% | +1.9% |
| YTD | -3.6% | +8.2% | -11.8% | +6.3% |
| 1Y | -3.5% | +10.1% | -13.7% | +8.5% |
| 3Y | -31.3% | +69.7% | -100.9% | +25.6% |
| 5Y | -26.2% | +53.4% | -79.6% | +30.7% |
| 10Y | -72.6% | +219.2% | -291.8% | +14.4% |
| All | -72.8% | +220.8% | -293.6% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling