+114.6%
SPEM price history and return analytics
+223.7%
-109.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | 0.0% |
| 7D | +1.5% | +0.4% | +1.2% | +1.2% |
| 30D | -5.4% | -2.6% | -2.8% | -3.1% |
| 3M | -5.8% | -3.2% | -2.5% | -2.9% |
| 6M | -5.2% | +0.9% | -6.1% | -5.8% |
| YTD | +6.6% | +11.3% | -4.7% | -2.9% |
| 1Y | +7.4% | +14.0% | -6.6% | -4.3% |
| 3Y | +60.1% | +75.8% | -15.8% | -4.0% |
| 5Y | +32.0% | +57.8% | -25.8% | -12.9% |
| 10Y | +114.6% | +219.8% | -105.2% | -34.1% |
| All | +114.6% | +223.7% | -109.1% | -34.1% |
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