-72.9%
SPDN price history and return analytics
+221.6%
-294.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | +0.1% |
| 7D | +2.8% | -2.3% | +5.1% | +0.6% |
| 30D | +6.1% | -5.0% | +11.1% | +1.1% |
| 3M | +5.7% | -4.9% | +10.6% | +0.9% |
| 6M | +2.1% | -1.5% | +3.6% | +1.5% |
| YTD | -3.7% | +8.5% | -12.2% | +6.5% |
| 1Y | -4.8% | +11.4% | -16.2% | +8.3% |
| 3Y | -31.2% | +70.1% | -101.3% | +26.0% |
| 5Y | -26.3% | +53.7% | -80.1% | +30.9% |
| 10Y | -72.6% | +220.0% | -292.6% | +14.6% |
| All | -72.9% | +221.6% | -294.4% | +15.3% |
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 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