+32.3%
SPE price history and return analytics
+57.4%
-25.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -2.1% | -2.6% | +0.5% | -0.7% |
| 3M | -7.4% | -3.2% | -4.2% | -5.8% |
| 6M | -11.6% | +0.9% | -12.6% | -12.2% |
| YTD | -9.4% | +11.3% | -20.7% | -14.8% |
| 1Y | -6.9% | +14.0% | -20.9% | -13.6% |
| 3Y | +55.0% | +75.8% | -20.8% | +14.5% |
| 5Y | +32.3% | +57.8% | -25.5% | +1.4% |
| All | +32.3% | +57.4% | -25.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling