+65.8%
SPIP price history and return analytics
+345.0%
-279.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.1% |
| 7D | -0.4% | -4.2% | +3.8% | -0.5% |
| 30D | +1.8% | -5.8% | +7.6% | +1.7% |
| 3M | -1.1% | -5.2% | +4.2% | -1.2% |
| 6M | -1.8% | +0.1% | -2.0% | -1.8% |
| YTD | -0.4% | +8.2% | -8.7% | -0.2% |
| 1Y | -0.4% | +10.1% | -10.5% | -0.2% |
| 3Y | +11.8% | +69.7% | -57.8% | +13.3% |
| 5Y | -1.9% | +53.4% | -55.3% | -1.0% |
| 10Y | +24.6% | +219.2% | -194.7% | +30.5% |
| All | +65.8% | +345.0% | -279.1% | +70.5% |
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