+145.0%
SPEM price history and return analytics
+374.2%
-229.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.3% | +0.4% | +0.8% | +0.8% |
| 30D | +2.9% | +1.0% | +1.9% | +1.9% |
| 3M | +2.4% | +2.4% | +0.1% | +0.1% |
| 6M | +11.4% | +12.0% | -0.6% | -0.7% |
| YTD | +15.2% | +15.3% | -0.1% | -0.2% |
| 1Y | +23.9% | +22.6% | +1.3% | +0.7% |
| 3Y | +67.3% | +74.7% | -7.4% | -6.4% |
| 5Y | +40.0% | +66.1% | -26.1% | -18.5% |
| 10Y | +127.0% | +225.0% | -98.0% | -36.5% |
| All | +145.0% | +374.2% | -229.2% | -52.9% |
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