+121.2%
SPEM price history and return analytics
+346.0%
-224.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | -0.5% | -2.3% | +1.8% | +1.9% |
| 30D | -7.6% | -5.0% | -2.7% | -2.7% |
| 3M | -7.1% | -4.9% | -2.2% | -2.2% |
| 6M | -7.8% | -1.5% | -6.2% | -6.2% |
| YTD | +4.0% | +8.5% | -4.4% | -4.0% |
| 1Y | +4.7% | +11.4% | -6.7% | -6.0% |
| 3Y | +54.3% | +70.1% | -15.8% | -11.2% |
| 5Y | +29.6% | +53.7% | -24.1% | -18.1% |
| 10Y | +111.8% | +220.0% | -108.2% | -40.0% |
| All | +121.2% | +346.0% | -224.8% | -54.7% |
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